+37.7%
IGV vs CME
+61.8%
-24.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.0% |
| 7D | -2.3% | +1.7% | -3.9% | -2.1% |
| 30D | -11.0% | +10.2% | -21.1% | -10.2% |
| 3M | -4.5% | +17.8% | -22.2% | -3.0% |
| 6M | +10.1% | +11.0% | -0.9% | +11.1% |
| YTD | -5.1% | +17.0% | -22.1% | -3.2% |
| 1Y | -10.2% | +15.8% | -26.0% | -8.5% |
| 3Y | +37.7% | +61.8% | -24.0% | +42.7% |
| All | +37.7% | +61.8% | -24.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling