+205.0%
IWD vs USFD
+368.6%
-163.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.2% |
| 7D | +1.3% | +3.9% | -2.7% | +0.2% |
| 30D | +3.6% | +12.8% | -9.3% | +0.3% |
| 3M | +2.3% | +1.0% | +1.4% | +1.8% |
| 6M | +13.0% | +30.3% | -17.2% | +4.9% |
| YTD | +26.2% | +46.0% | -19.8% | +12.8% |
| 1Y | +30.5% | +49.6% | -19.2% | +15.8% |
| 3Y | +86.2% | +166.3% | -80.1% | +40.9% |
| 5Y | +72.9% | +208.4% | -135.5% | +23.4% |
| 10Y | +205.0% | +371.2% | -166.2% | +92.6% |
| All | +205.0% | +368.6% | -163.6% | +92.6% |
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