+324.1%
USFD vs IOVA
+9.2%
+314.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.0% | +9.7% | -12.7% | -3.9% |
| 30D | +3.5% | +102.5% | -99.0% | -3.8% |
| 3M | +26.6% | +100.7% | -74.1% | +16.8% |
| 6M | +11.7% | +106.3% | -94.6% | +1.7% |
| YTD | +38.1% | +222.0% | -183.8% | +19.0% |
| 1Y | +33.4% | +299.5% | -266.2% | +11.0% |
| 3Y | +155.8% | +42.9% | +112.9% | +112.1% |
| 5Y | +214.0% | -65.0% | +279.0% | +186.6% |
| All | +324.1% | +9.2% | +314.9% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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