+214.3%
USFD vs IOVA
-63.3%
+277.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +1.7% | -3.5% | +5.2% | +1.9% |
| 30D | +10.2% | -45.4% | +55.5% | +13.4% |
| 3M | -1.5% | +19.0% | -20.5% | -4.2% |
| 6M | +27.3% | +112.0% | -84.7% | +17.8% |
| YTD | +44.0% | +184.2% | -140.3% | +28.6% |
| 1Y | +50.4% | +222.0% | -171.6% | +32.7% |
| 3Y | +153.6% | +92.6% | +61.0% | +109.7% |
| All | +214.3% | -63.3% | +277.5% | +190.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling