+43.7%
IGV vs CME
+54.5%
-10.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -4.5% | -1.6% | -2.9% | -4.6% |
| 30D | +3.2% | +6.2% | -3.0% | +3.8% |
| 3M | +4.5% | +10.4% | -5.9% | +5.5% |
| 6M | +22.1% | -9.5% | +31.6% | +21.3% |
| YTD | -1.0% | +6.0% | -7.1% | -0.1% |
| 1Y | -2.1% | +9.3% | -11.4% | -0.8% |
| All | +43.7% | +54.5% | -10.7% | +39.2% |
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 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