+201.7%
IWD vs USFD
+359.9%
-158.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.3% | +1.7% | +0.6% | +1.8% |
| 30D | +3.6% | +10.2% | -6.6% | +0.9% |
| 3M | +2.2% | -1.5% | +3.6% | +2.3% |
| 6M | +13.0% | +27.3% | -14.4% | +5.5% |
| YTD | +26.5% | +44.0% | -17.5% | +13.5% |
| 1Y | +30.1% | +50.4% | -20.2% | +15.3% |
| 3Y | +84.9% | +153.6% | -68.7% | +41.6% |
| 5Y | +73.4% | +219.0% | -145.6% | +22.8% |
| All | +201.7% | +359.9% | -158.2% | +90.3% |
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