+216.4%
IWD vs USFD
+340.6%
-124.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.9% |
| 7D | -0.9% | +3.9% | -4.8% | -2.0% |
| 30D | +2.6% | +10.7% | -8.1% | -0.1% |
| 3M | +1.2% | +6.3% | -5.1% | -0.7% |
| 6M | +12.1% | +16.2% | -4.1% | +7.2% |
| YTD | +24.1% | +41.9% | -17.7% | +11.9% |
| 1Y | +28.5% | +44.2% | -15.7% | +15.2% |
| 3Y | +79.5% | +159.8% | -80.3% | +36.8% |
| 5Y | +70.3% | +177.1% | -106.8% | +25.0% |
| 10Y | +212.5% | +376.2% | -163.6% | +95.0% |
| All | +216.4% | +340.6% | -124.2% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling