+192.6%
USFD vs IRM
+168.2%
+24.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.5% |
| 7D | +3.0% | -8.6% | +11.6% | +5.6% |
| 30D | +11.1% | -8.0% | +19.0% | +13.5% |
| 3M | -0.3% | -12.0% | +11.7% | +3.1% |
| 6M | +15.9% | -18.2% | +34.0% | +21.9% |
| YTD | +41.6% | +31.4% | +10.3% | +26.7% |
| 1Y | +49.4% | +9.2% | +40.2% | +41.8% |
| 3Y | +157.8% | +94.6% | +63.3% | +83.4% |
| All | +192.6% | +168.2% | +24.4% | +69.7% |
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