+354.8%
IGV vs USFD
+368.6%
-13.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.9% |
| 7D | -0.4% | +3.9% | -4.3% | -1.4% |
| 30D | -9.9% | +12.8% | -22.8% | -12.6% |
| 3M | -1.2% | +1.0% | -2.2% | -1.7% |
| 6M | +11.3% | +30.3% | -18.9% | +3.8% |
| YTD | -4.0% | +46.0% | -49.9% | -14.0% |
| 1Y | -7.3% | +49.6% | -56.9% | -17.6% |
| 3Y | +42.8% | +166.3% | -123.5% | +10.1% |
| 5Y | +13.7% | +208.4% | -194.7% | -16.2% |
| 10Y | +354.8% | +371.2% | -16.4% | +198.5% |
| All | +354.8% | +368.6% | -13.8% | +198.5% |
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