+172.9%
IWM vs USFD
+340.6%
-167.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -3.6% |
| 7D | -4.6% | +3.9% | -8.5% | -6.0% |
| 30D | -3.7% | +10.7% | -14.4% | -7.2% |
| 3M | -9.4% | +6.3% | -15.7% | -11.7% |
| 6M | -3.6% | +16.2% | -19.8% | -9.4% |
| YTD | +10.8% | +41.9% | -31.0% | -3.8% |
| 1Y | +11.9% | +44.2% | -32.3% | -3.5% |
| 3Y | +60.6% | +159.8% | -99.2% | +12.2% |
| 5Y | +19.2% | +177.1% | -157.9% | -20.1% |
| 10Y | +165.3% | +376.2% | -210.8% | +41.6% |
| All | +172.9% | +340.6% | -167.7% | +47.8% |
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