+84.3%
IWD vs USFD
+163.9%
-79.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.6% | +8.4% | -6.8% | -0.3% |
| 30D | +3.6% | +12.7% | -9.2% | +0.6% |
| 3M | +2.0% | +1.1% | +0.9% | +1.6% |
| 6M | +13.1% | +30.2% | -17.1% | +5.4% |
| YTD | +26.2% | +45.8% | -19.7% | +12.0% |
| 1Y | +29.6% | +51.9% | -22.4% | +13.2% |
| 3Y | +84.3% | +158.5% | -74.2% | +36.4% |
| All | +84.3% | +163.9% | -79.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling