+317.7%
USFD vs IFF
-14.1%
+331.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -3.0% | -1.8% | -1.2% | -2.3% |
| 30D | +3.5% | -2.0% | +5.5% | +4.1% |
| 3M | +26.6% | +18.5% | +8.0% | +17.1% |
| 6M | +11.7% | +11.7% | 0.0% | +4.8% |
| YTD | +38.1% | +29.6% | +8.6% | +21.5% |
| 1Y | +33.4% | +35.0% | -1.6% | +14.7% |
| 3Y | +155.8% | +32.3% | +123.5% | +112.9% |
| 5Y | +214.0% | -34.6% | +248.6% | +256.7% |
| 10Y | +320.4% | -20.6% | +341.0% | +309.0% |
| All | +317.7% | -14.1% | +331.8% | +300.0% |
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