+363.6%
IGV vs CME
+308.7%
+54.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | +2.3% | +3.9% | -1.6% | +1.1% |
| 30D | -6.0% | +11.3% | -17.3% | -9.3% |
| 3M | -4.8% | +19.6% | -24.3% | -10.3% |
| 6M | +14.2% | +8.1% | +6.2% | +10.7% |
| YTD | -4.2% | +20.4% | -24.6% | -11.0% |
| 1Y | -5.3% | +16.5% | -21.8% | -11.0% |
| 3Y | +38.8% | +66.4% | -27.7% | +11.4% |
| 5Y | +14.2% | +74.5% | -60.3% | -11.0% |
| All | +363.6% | +308.7% | +54.9% | +172.7% |
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