+20.0%
IWM vs USFD
+188.3%
-168.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | +3.0% | -5.0% | -3.4% |
| 30D | -1.5% | +11.1% | -12.5% | -5.9% |
| 3M | -8.0% | -0.3% | -7.7% | -8.3% |
| 6M | -4.1% | +15.9% | -20.0% | -11.1% |
| YTD | +11.9% | +41.6% | -29.7% | -7.0% |
| 1Y | +15.0% | +49.4% | -34.4% | -7.1% |
| 3Y | +64.2% | +157.8% | -93.6% | +0.7% |
| All | +20.0% | +188.3% | -168.3% | -33.4% |
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 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