+44.2%
USFD vs IRE
-97.0%
+141.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -23.2% | +31.7% | +8.4% |
| 7D | +7.8% | -46.8% | +54.7% | +8.0% |
| 30D | +16.2% | -75.5% | +91.7% | +16.8% |
| 3M | +11.0% | -79.4% | +90.4% | +11.7% |
| 6M | +20.7% | -91.3% | +112.0% | +22.3% |
| YTD | +46.0% | -90.8% | +136.8% | +44.6% |
| 1Y | +49.8% | -97.7% | +147.5% | +52.4% |
| All | +44.2% | -97.0% | +141.2% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling