+1,923.3%
IGV vs CME
+7,469.3%
-5,546.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -4.5% | -1.6% | -2.9% | -4.0% |
| 30D | +3.2% | +6.2% | -3.0% | +1.2% |
| 3M | +4.5% | +10.4% | -5.9% | +0.9% |
| 6M | +22.1% | -9.5% | +31.6% | +25.1% |
| YTD | -1.0% | +6.0% | -7.1% | -3.9% |
| 1Y | -2.1% | +9.3% | -11.4% | -6.1% |
| 3Y | +44.6% | +57.7% | -13.1% | +21.0% |
| 5Y | +22.2% | +77.7% | -55.5% | -2.1% |
| 10Y | +364.7% | +281.2% | +83.5% | +182.8% |
| All | +1,923.3% | +7,469.3% | -5,546.0% | +395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling