+65.5%
IWF vs USFD
+156.3%
-90.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | -7.5% | +10.2% | -17.7% | -9.7% |
| 3M | -8.5% | -1.5% | -7.0% | -8.3% |
| 6M | -7.4% | +27.3% | -34.8% | -13.7% |
| YTD | -2.6% | +44.0% | -46.6% | -15.0% |
| 1Y | -1.8% | +50.4% | -52.2% | -16.1% |
| 3Y | +65.5% | +153.6% | -88.1% | +22.2% |
| All | +65.5% | +156.3% | -90.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling