+208.4%
USFD vs IONS
-11.1%
+219.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -21.4% | +24.4% | +5.9% |
| 7D | +3.9% | -24.8% | +28.7% | +7.4% |
| 30D | +12.8% | -31.5% | +44.4% | +18.1% |
| 3M | +1.0% | -45.2% | +46.2% | +8.9% |
| 6M | +30.3% | -59.1% | +89.3% | +45.5% |
| YTD | +46.0% | -60.8% | +106.8% | +63.7% |
| 1Y | +49.6% | -57.9% | +107.5% | +65.8% |
| 3Y | +166.3% | -34.5% | +200.7% | +164.9% |
| 5Y | +208.4% | -8.8% | +217.2% | +169.4% |
| All | +208.4% | -11.1% | +219.5% | +169.4% |
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