+11.2%
IGV vs USFD
+188.3%
-177.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -5.2% | +3.0% | -8.1% | -6.4% |
| 30D | -10.0% | +11.1% | -21.0% | -13.7% |
| 3M | -0.5% | -0.3% | -0.3% | -0.9% |
| 6M | +12.6% | +15.9% | -3.3% | +4.9% |
| YTD | -6.4% | +41.6% | -48.0% | -22.5% |
| 1Y | -9.5% | +49.4% | -58.9% | -27.3% |
| 3Y | +41.7% | +157.8% | -116.2% | -14.5% |
| All | +11.2% | +188.3% | -177.1% | -40.3% |
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