+162.8%
USFD vs IOVA
+44.8%
+118.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -3.0% | +9.7% | -12.7% | -3.4% |
| 30D | +3.5% | +102.5% | -99.0% | +0.1% |
| 3M | +26.6% | +100.7% | -74.1% | +22.0% |
| 6M | +11.7% | +106.3% | -94.6% | +7.0% |
| YTD | +38.1% | +222.0% | -183.8% | +29.0% |
| 1Y | +33.4% | +299.5% | -266.2% | +22.5% |
| All | +162.8% | +44.8% | +118.0% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling