+161.6%
IWM vs USFD
+369.7%
-208.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | +3.0% | -5.0% | -3.1% |
| 30D | -1.5% | +11.1% | -12.5% | -5.1% |
| 3M | -8.0% | -0.3% | -7.7% | -8.2% |
| 6M | -4.1% | +15.9% | -20.0% | -9.8% |
| YTD | +11.9% | +41.6% | -29.7% | -2.8% |
| 1Y | +15.0% | +49.4% | -34.4% | -2.1% |
| 3Y | +64.2% | +157.8% | -93.6% | +14.9% |
| 5Y | +20.4% | +176.6% | -156.2% | -19.4% |
| All | +161.6% | +369.7% | -208.1% | +41.7% |
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