+321.0%
USFD vs IONS
+96.6%
+224.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | -4.8% | +1.8% | -2.1% |
| 30D | +3.5% | +7.2% | -3.7% | +2.0% |
| 3M | +26.6% | -22.7% | +49.3% | +31.5% |
| 6M | +11.7% | -26.9% | +38.6% | +17.2% |
| YTD | +38.1% | -26.6% | +64.7% | +44.4% |
| 1Y | +33.4% | -2.1% | +35.5% | +31.2% |
| 3Y | +155.8% | +43.4% | +112.4% | +121.2% |
| 5Y | +214.0% | +47.0% | +167.0% | +161.1% |
| All | +321.0% | +96.6% | +224.5% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling