+340.6%
USFD vs IOVA
+36.7%
+303.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -7.0% | +6.8% | +0.4% |
| 30D | +12.3% | -44.4% | +56.8% | +16.9% |
| 3M | -0.7% | +24.7% | -25.4% | -4.7% |
| 6M | +31.3% | +118.6% | -87.4% | +17.9% |
| YTD | +45.7% | +196.3% | -150.6% | +24.9% |
| 1Y | +52.1% | +205.3% | -153.1% | +29.6% |
| 3Y | +158.2% | +103.8% | +54.5% | +104.2% |
| 5Y | +213.8% | -65.6% | +279.3% | +182.1% |
| 10Y | +367.0% | +6.4% | +360.6% | +292.2% |
| All | +340.6% | +36.7% | +303.9% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling