+44.0%
USFD vs IRE
-97.7%
+141.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.7% | -0.1% |
| 7D | +8.4% | -41.9% | +50.3% | +8.3% |
| 30D | +12.7% | -75.1% | +87.8% | +13.2% |
| 3M | +1.1% | -82.4% | +83.5% | +1.8% |
| 6M | +30.2% | -95.5% | +125.7% | +33.5% |
| YTD | +45.8% | -93.1% | +138.9% | +44.5% |
| 1Y | +51.9% | -97.8% | +149.7% | +54.0% |
| All | +44.0% | -97.7% | +141.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling