+317.7%
USFD vs IRM
+457.9%
-140.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -3.0% | -0.5% | -2.6% | -2.9% |
| 30D | +3.5% | -8.1% | +11.6% | +6.7% |
| 3M | +26.6% | -9.7% | +36.2% | +30.5% |
| 6M | +11.7% | +10.0% | +1.7% | +5.7% |
| YTD | +38.1% | +43.0% | -4.9% | +17.1% |
| 1Y | +33.4% | +32.7% | +0.7% | +15.6% |
| 3Y | +155.8% | +102.7% | +53.1% | +74.8% |
| 5Y | +214.0% | +187.6% | +26.5% | +77.3% |
| 10Y | +320.4% | +420.1% | -99.7% | +68.5% |
| All | +317.7% | +457.9% | -140.2% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling