+14.8%
IGV vs USFD
+215.4%
-200.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.3% | +1.7% | +0.7% | +1.7% |
| 30D | -6.0% | +10.2% | -16.2% | -9.7% |
| 3M | -4.8% | -1.5% | -3.3% | -4.6% |
| 6M | +14.2% | +27.3% | -13.1% | +2.4% |
| YTD | -4.2% | +44.0% | -48.2% | -21.3% |
| 1Y | -5.3% | +50.4% | -55.6% | -24.0% |
| 3Y | +38.8% | +153.6% | -114.8% | -15.8% |
| All | +14.8% | +215.4% | -200.6% | -39.9% |
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