+204.6%
IWD vs USFD
+375.5%
-170.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +3.6% | +12.3% | -8.7% | +0.4% |
| 3M | +2.7% | -0.7% | +3.4% | +2.6% |
| 6M | +13.2% | +31.3% | -18.1% | +4.9% |
| YTD | +26.8% | +45.7% | -19.0% | +13.4% |
| 1Y | +29.3% | +52.1% | -22.9% | +14.2% |
| 3Y | +85.1% | +158.2% | -73.1% | +41.2% |
| 5Y | +74.2% | +213.8% | -139.5% | +23.8% |
| 10Y | +204.6% | +367.0% | -162.4% | +90.9% |
| All | +204.6% | +375.5% | -170.9% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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