+21.2%
IGV vs ICE
+38.6%
-17.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -5.4% | -5.3% | 0.0% | -2.2% |
| 30D | -2.6% | +3.0% | -5.6% | -4.3% |
| 3M | +10.5% | +11.4% | -0.9% | +3.1% |
| 6M | +18.2% | -2.0% | +20.2% | +19.2% |
| YTD | -4.2% | -3.1% | -1.1% | -3.4% |
| 1Y | -9.8% | -8.4% | -1.4% | -5.9% |
| 3Y | +39.1% | +40.7% | -1.6% | +4.2% |
| 5Y | +21.2% | +40.0% | -18.7% | -9.9% |
| All | +21.2% | +38.6% | -17.4% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling