+383.3%
IWF vs USFD
+368.6%
+14.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.1% | +2.2% |
| 7D | -1.0% | +3.9% | -5.0% | -2.0% |
| 30D | -10.1% | +12.8% | -22.9% | -12.7% |
| 3M | -7.6% | +1.0% | -8.6% | -8.1% |
| 6M | -6.7% | +30.3% | -37.0% | -13.0% |
| YTD | -2.5% | +46.0% | -48.5% | -12.3% |
| 1Y | -2.1% | +49.6% | -51.7% | -12.5% |
| 3Y | +68.6% | +166.3% | -97.6% | +30.6% |
| 5Y | +55.8% | +208.4% | -152.6% | +15.3% |
| 10Y | +383.3% | +371.2% | +12.0% | +221.0% |
| All | +383.3% | +368.6% | +14.6% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling