+364.4%
IGV vs CME
+280.6%
+83.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -3.0% | +4.7% | -7.7% | -4.4% |
| 3M | +9.6% | +7.8% | +1.7% | +6.6% |
| 6M | +16.1% | -11.0% | +27.1% | +20.0% |
| YTD | -3.6% | +4.0% | -7.7% | -5.9% |
| 1Y | -7.8% | +9.1% | -17.0% | -11.8% |
| 3Y | +40.0% | +52.3% | -12.3% | +15.4% |
| 5Y | +21.2% | +76.1% | -54.9% | -6.3% |
| 10Y | +364.4% | +280.6% | +83.8% | +197.2% |
| All | +364.4% | +280.6% | +83.8% | +197.2% |
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