+328.9%
USFD vs IONS
+44.8%
+284.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.2% |
| 7D | +3.9% | -12.6% | +16.5% | +6.3% |
| 30D | +10.7% | -11.8% | +22.5% | +13.0% |
| 3M | +6.3% | -28.4% | +34.7% | +12.3% |
| 6M | +16.2% | -48.4% | +64.7% | +28.8% |
| YTD | +41.9% | -51.0% | +92.8% | +58.1% |
| 1Y | +44.2% | -48.0% | +92.2% | +58.9% |
| 3Y | +159.8% | -17.8% | +177.6% | +153.2% |
| 5Y | +177.1% | +15.2% | +161.9% | +144.8% |
| 10Y | +376.2% | +43.0% | +333.1% | +339.7% |
| All | +328.9% | +44.8% | +284.2% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling