+216.3%
USFD vs IOVA
-64.9%
+281.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -3.0% | +9.7% | -12.7% | -3.6% |
| 30D | +3.5% | +102.5% | -99.0% | -1.9% |
| 3M | +26.6% | +100.7% | -74.1% | +19.4% |
| 6M | +11.7% | +106.3% | -94.6% | +4.3% |
| YTD | +38.1% | +222.0% | -183.8% | +23.9% |
| 1Y | +33.4% | +299.5% | -266.2% | +16.5% |
| 3Y | +155.8% | +42.9% | +112.9% | +121.4% |
| All | +216.3% | -64.9% | +281.2% | +201.2% |
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