+84.9%
IWD vs USFD
+156.3%
-71.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.3% | +1.7% | +0.6% | +1.9% |
| 30D | +3.6% | +10.2% | -6.6% | +1.2% |
| 3M | +2.2% | -1.5% | +3.6% | +2.3% |
| 6M | +13.0% | +27.3% | -14.4% | +5.9% |
| YTD | +26.5% | +44.0% | -17.5% | +12.6% |
| 1Y | +30.1% | +50.4% | -20.2% | +14.0% |
| 3Y | +84.9% | +153.6% | -68.7% | +37.3% |
| All | +84.9% | +156.3% | -71.4% | +37.3% |
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 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