+50.4%
USFD vs IOVA
+207.9%
-157.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +1.7% | -3.5% | +5.2% | +1.7% |
| 30D | +10.2% | -45.4% | +55.5% | +10.9% |
| 3M | -1.5% | +19.0% | -20.5% | -2.7% |
| 6M | +27.3% | +112.0% | -84.7% | +24.2% |
| YTD | +44.0% | +184.2% | -140.3% | +40.8% |
| 1Y | +50.4% | +222.0% | -171.6% | +43.5% |
| All | +50.4% | +207.9% | -157.6% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling