+1,218.7%
IGV vs ICE
+2,331.7%
-1,113.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | +3.2% | +7.6% | -4.4% | +0.9% |
| 3M | +4.5% | +13.9% | -9.4% | +0.1% |
| 6M | +22.1% | -2.4% | +24.5% | +22.7% |
| YTD | -1.0% | +0.3% | -1.3% | -1.6% |
| 1Y | -2.1% | -6.4% | +4.3% | -0.7% |
| 3Y | +44.6% | +43.1% | +1.5% | +28.3% |
| 5Y | +22.2% | +42.1% | -20.0% | +8.9% |
| 10Y | +364.7% | +220.9% | +143.8% | +232.3% |
| All | +1,218.7% | +2,331.7% | -1,113.0% | +528.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling