+49.4%
USFD vs IOVA
+255.8%
-206.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.2% |
| 7D | +3.0% | -5.2% | +8.1% | +3.0% |
| 30D | +11.1% | -37.8% | +48.8% | +11.5% |
| 3M | -0.3% | +29.5% | -29.7% | -1.6% |
| 6M | +15.9% | +96.6% | -80.7% | +13.4% |
| YTD | +41.6% | +194.5% | -152.9% | +38.8% |
| 1Y | +49.4% | +248.1% | -198.7% | +42.4% |
| All | +49.4% | +255.8% | -206.4% | +42.4% |
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