+371.2%
USFD vs IOVA
+28.7%
+342.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.9% |
| 7D | +3.9% | +1.9% | +2.0% | +3.6% |
| 30D | +12.8% | -44.1% | +57.0% | +17.5% |
| 3M | +1.0% | +28.9% | -27.9% | -3.6% |
| 6M | +30.3% | +125.7% | -95.4% | +16.1% |
| YTD | +46.0% | +199.3% | -153.3% | +24.2% |
| 1Y | +49.6% | +255.2% | -205.6% | +24.6% |
| 3Y | +166.3% | +106.8% | +59.4% | +107.5% |
| 5Y | +208.4% | -67.1% | +275.5% | +178.3% |
| 10Y | +371.2% | +16.7% | +354.5% | +287.3% |
| All | +371.2% | +28.7% | +342.6% | +287.3% |
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