+214.4%
IWD vs USFD
+329.0%
-114.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | +0.6% | +3.5% | -2.9% | -0.4% |
| 3M | +7.2% | +26.6% | -19.3% | +0.5% |
| 6M | +16.2% | +11.7% | +4.5% | +12.4% |
| YTD | +23.3% | +38.1% | -14.8% | +12.2% |
| 1Y | +29.6% | +33.4% | -3.8% | +18.7% |
| 3Y | +70.5% | +155.8% | -85.4% | +30.6% |
| 5Y | +73.5% | +214.0% | -140.6% | +23.6% |
| 10Y | +198.3% | +320.4% | -122.0% | +89.6% |
| All | +214.4% | +329.0% | -114.7% | +99.5% |
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