+43.9%
IGV vs USFD
+156.9%
-113.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -4.5% | -3.0% | -1.5% | -3.9% |
| 30D | +3.2% | +3.5% | -0.3% | +2.3% |
| 3M | +4.5% | +26.6% | -22.0% | -1.6% |
| 6M | +22.1% | +11.7% | +10.4% | +18.4% |
| YTD | -1.0% | +38.1% | -39.2% | -13.3% |
| 1Y | -2.1% | +33.4% | -35.5% | -13.0% |
| All | +43.9% | +156.9% | -113.0% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling