+22.0%
IGV vs CME
+77.1%
-55.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -3.3% | -2.9% | -0.4% | -2.8% |
| 30D | 0.0% | +5.5% | -5.6% | -1.1% |
| 3M | +7.3% | +11.0% | -3.6% | +5.0% |
| 6M | +16.7% | -9.7% | +26.4% | +19.5% |
| YTD | -2.8% | +4.9% | -7.7% | -4.5% |
| 1Y | -6.7% | +10.1% | -16.8% | -9.7% |
| 3Y | +41.1% | +53.5% | -12.4% | +16.5% |
| 5Y | +22.0% | +77.2% | -55.2% | -10.6% |
| All | +22.0% | +77.1% | -55.1% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling