+362.2%
USFD vs IRM
+456.9%
-94.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.5% |
| 7D | +3.0% | -8.6% | +11.6% | +6.4% |
| 30D | +11.1% | -8.0% | +19.0% | +14.3% |
| 3M | -0.3% | -12.0% | +11.7% | +4.2% |
| 6M | +15.9% | -18.2% | +34.0% | +23.6% |
| YTD | +41.6% | +31.4% | +10.3% | +23.2% |
| 1Y | +49.4% | +9.2% | +40.2% | +40.0% |
| 3Y | +157.8% | +94.6% | +63.3% | +76.4% |
| 5Y | +176.6% | +170.2% | +6.5% | +57.2% |
| All | +362.2% | +456.9% | -94.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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