+23.5%
IGV vs USFD
+215.8%
-192.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -4.5% | -3.0% | -1.5% | -3.5% |
| 30D | +3.2% | +3.5% | -0.3% | +1.7% |
| 3M | +4.5% | +26.6% | -22.0% | -5.1% |
| 6M | +22.1% | +11.7% | +10.4% | +15.7% |
| YTD | -1.0% | +38.1% | -39.2% | -16.1% |
| 1Y | -2.1% | +33.4% | -35.5% | -16.0% |
| 3Y | +44.6% | +155.8% | -111.2% | -9.7% |
| All | +23.5% | +215.8% | -192.4% | -32.4% |
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