+158.5%
USFD vs IOVA
+103.0%
+55.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +8.4% | -8.5% | +16.9% | +8.7% |
| 30D | +12.7% | -44.7% | +57.5% | +14.6% |
| 3M | +1.1% | +26.2% | -25.1% | -0.8% |
| 6M | +30.2% | +123.2% | -93.1% | +24.1% |
| YTD | +45.8% | +196.0% | -150.1% | +36.3% |
| 1Y | +51.9% | +240.9% | -189.0% | +40.7% |
| 3Y | +158.5% | +103.5% | +54.9% | +132.0% |
| All | +158.5% | +103.0% | +55.5% | +132.0% |
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