+150.0%
USFD vs IFF
+30.1%
+119.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.1% |
| 7D | -7.0% | -3.0% | -4.0% | -6.3% |
| 30D | -10.3% | -0.9% | -9.4% | -10.1% |
| 3M | +9.2% | +11.8% | -2.7% | +5.7% |
| 6M | +7.4% | +16.5% | -9.1% | +2.4% |
| YTD | +29.4% | +26.5% | +2.9% | +21.1% |
| 1Y | +24.8% | +32.7% | -7.9% | +15.3% |
| All | +150.0% | +30.1% | +119.9% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling