+74.9%
IWD vs USFD
+215.8%
-140.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.6% |
| 30D | +0.6% | +3.5% | -2.9% | -0.5% |
| 3M | +7.2% | +26.6% | -19.3% | -0.3% |
| 6M | +16.2% | +11.7% | +4.5% | +11.9% |
| YTD | +23.3% | +38.1% | -14.8% | +10.3% |
| 1Y | +29.6% | +33.4% | -3.8% | +16.9% |
| 3Y | +70.5% | +155.8% | -85.4% | +23.3% |
| All | +74.9% | +215.8% | -140.9% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling