+23.4%
USFD vs IFF
+32.7%
-9.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -8.0% | -2.8% | -5.2% | -7.3% |
| 30D | -13.1% | -1.1% | -12.0% | -12.8% |
| 3M | +6.5% | +13.8% | -7.3% | +2.4% |
| 6M | +5.7% | +16.7% | -10.9% | +0.8% |
| YTD | +27.5% | +26.1% | +1.4% | +20.8% |
| 1Y | +23.4% | +33.5% | -10.1% | +15.4% |
| All | +23.4% | +32.7% | -9.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling