+410.9%
IWF vs USFD
+322.5%
+88.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.5% | -3.3% | +4.8% | +2.3% |
| 30D | -1.3% | -5.3% | +4.0% | 0.0% |
| 3M | +0.1% | +18.8% | -18.7% | -4.3% |
| 6M | +10.3% | +14.3% | -4.0% | +6.1% |
| YTD | +4.2% | +36.9% | -32.7% | -4.7% |
| 1Y | +9.3% | +31.7% | -22.4% | +0.8% |
| 3Y | +79.3% | +164.5% | -85.1% | +39.2% |
| 5Y | +73.8% | +212.6% | -138.8% | +28.5% |
| 10Y | +410.9% | +329.7% | +81.2% | +238.8% |
| All | +410.9% | +322.5% | +88.4% | +238.8% |
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