+392.8%
IWF vs USFD
+359.1%
+33.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | -8.6% | +10.6% | -19.2% | -10.9% |
| 3M | -6.5% | -2.4% | -4.1% | -6.2% |
| 6M | -5.6% | +28.9% | -34.6% | -11.8% |
| YTD | -1.5% | +43.7% | -45.3% | -11.1% |
| 1Y | -2.8% | +48.5% | -51.3% | -13.1% |
| 3Y | +67.1% | +154.7% | -87.6% | +30.8% |
| 5Y | +57.6% | +218.4% | -160.8% | +16.0% |
| All | +392.8% | +359.1% | +33.7% | +228.4% |
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