+334.6%
USFD vs IFF
-19.7%
+354.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.3% |
| 7D | +1.3% | -6.9% | +8.2% | +4.2% |
| 30D | +10.6% | -8.9% | +19.4% | +14.5% |
| 3M | -2.4% | -3.7% | +1.3% | -1.4% |
| 6M | +28.9% | +3.5% | +25.5% | +25.5% |
| YTD | +43.7% | +21.2% | +22.5% | +29.4% |
| 1Y | +48.5% | +25.6% | +22.9% | +31.3% |
| 3Y | +154.7% | +19.7% | +135.0% | +120.9% |
| 5Y | +218.4% | -39.8% | +258.2% | +275.3% |
| 10Y | +360.6% | -13.2% | +373.9% | +346.1% |
| All | +334.6% | -19.7% | +354.2% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling