+386.0%
IWF vs USFD
+339.9%
+46.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.0% | +3.0% | -7.9% | -5.7% |
| 30D | -13.2% | +11.1% | -24.3% | -15.5% |
| 3M | -9.4% | -0.3% | -9.2% | -9.6% |
| 6M | -8.6% | +15.9% | -24.5% | -12.4% |
| YTD | -5.3% | +41.6% | -46.9% | -14.2% |
| 1Y | -5.0% | +49.4% | -54.4% | -15.1% |
| 3Y | +64.6% | +157.8% | -93.2% | +28.6% |
| 5Y | +50.8% | +176.6% | -125.8% | +14.1% |
| 10Y | +385.7% | +375.4% | +10.4% | +222.4% |
| All | +386.0% | +339.9% | +46.1% | +224.3% |
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