+23.8%
IWM vs USFD
+215.4%
-191.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | +1.7% | -0.3% | +0.7% |
| 30D | +2.3% | +10.2% | -7.9% | -2.0% |
| 3M | -8.3% | -1.5% | -6.8% | -8.1% |
| 6M | -1.3% | +27.3% | -28.7% | -12.2% |
| YTD | +13.5% | +44.0% | -30.5% | -6.4% |
| 1Y | +18.4% | +50.4% | -32.0% | -4.6% |
| 3Y | +69.6% | +153.6% | -84.0% | +4.6% |
| All | +23.8% | +215.4% | -191.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling