+192.6%
USFD vs IONS
+17.1%
+175.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +3.0% | -9.4% | +12.4% | +4.4% |
| 30D | +11.1% | -10.7% | +21.8% | +12.8% |
| 3M | -0.3% | -27.7% | +27.4% | +4.2% |
| 6M | +15.9% | -48.7% | +64.6% | +26.4% |
| YTD | +41.6% | -50.2% | +91.8% | +54.7% |
| 1Y | +49.4% | -46.8% | +96.2% | +61.4% |
| 3Y | +157.8% | -14.8% | +172.7% | +148.3% |
| All | +192.6% | +17.1% | +175.5% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling