+212.6%
USFD vs IFF
-34.9%
+247.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | -5.3% | -0.3% | -5.0% | -5.3% |
| 3M | +18.8% | +18.6% | +0.2% | +11.7% |
| 6M | +14.3% | +17.4% | -3.1% | +6.9% |
| YTD | +36.9% | +28.5% | +8.4% | +24.2% |
| 1Y | +31.7% | +32.5% | -0.8% | +17.9% |
| 3Y | +164.5% | +34.1% | +130.4% | +126.0% |
| All | +212.6% | -34.9% | +247.4% | +258.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling