+363.6%
IGV vs ICE
+259.6%
+104.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | +2.3% | +3.6% | -1.3% | +0.2% |
| 30D | -6.0% | +15.1% | -21.1% | -14.1% |
| 3M | -4.8% | +15.4% | -20.2% | -13.2% |
| 6M | +14.2% | +16.1% | -1.9% | +3.2% |
| YTD | -4.2% | +11.4% | -15.6% | -11.9% |
| 1Y | -5.3% | +18.5% | -23.7% | -16.3% |
| 3Y | +38.8% | +70.5% | -31.8% | -5.1% |
| 5Y | +14.2% | +40.9% | -26.7% | -12.6% |
| All | +363.6% | +259.6% | +104.0% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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