+362.3%
IGV vs CME
+297.2%
+65.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | -1.3% | +2.5% | -3.7% | -2.0% |
| 30D | -8.1% | +13.9% | -22.1% | -12.1% |
| 3M | -1.6% | +22.4% | -24.0% | -8.0% |
| 6M | +12.7% | +12.9% | -0.1% | +7.6% |
| YTD | -3.3% | +19.6% | -22.9% | -9.9% |
| 1Y | -7.9% | +17.7% | -25.6% | -13.8% |
| 3Y | +40.3% | +65.3% | -25.0% | +12.9% |
| 5Y | +17.3% | +75.1% | -57.8% | -8.8% |
| 10Y | +362.3% | +305.8% | +56.5% | +175.0% |
| All | +362.3% | +297.2% | +65.0% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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