+328.9%
USFD vs IOVA
+30.7%
+298.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.0% | +8.2% | -1.9% |
| 7D | +3.9% | -19.0% | +23.0% | +5.6% |
| 30D | +10.7% | -40.3% | +51.0% | +14.4% |
| 3M | +6.3% | +78.3% | -72.0% | -1.7% |
| 6M | +16.2% | +94.5% | -78.2% | +5.5% |
| YTD | +41.9% | +183.5% | -141.7% | +22.1% |
| 1Y | +44.2% | +327.6% | -283.4% | +18.1% |
| 3Y | +159.8% | +83.8% | +75.9% | +107.6% |
| 5Y | +177.1% | -69.0% | +246.1% | +152.0% |
| 10Y | +376.2% | +33.4% | +342.7% | +300.4% |
| All | +328.9% | +30.7% | +298.2% | +262.0% |
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 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