+222.8%
USFD vs IRM
+183.4%
+39.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -0.2% | -5.3% | +5.1% | +1.3% |
| 30D | +12.3% | -2.3% | +14.7% | +12.8% |
| 3M | -0.7% | -7.4% | +6.7% | +1.2% |
| 6M | +31.3% | -12.2% | +43.5% | +35.1% |
| YTD | +45.7% | +38.6% | +7.1% | +28.2% |
| 1Y | +52.1% | +14.9% | +37.2% | +42.2% |
| 3Y | +158.2% | +108.2% | +50.1% | +79.6% |
| All | +222.8% | +183.4% | +39.4% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling