+945.1%
IGV vs CAKE
+569.0%
+376.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | +0.1% |
| 7D | -1.5% | -4.6% | +3.0% | -0.3% |
| 30D | -3.0% | -6.6% | +3.5% | -1.6% |
| 3M | +9.6% | +52.9% | -43.3% | -3.8% |
| 6M | +16.1% | +65.7% | -49.6% | -0.8% |
| YTD | -3.6% | +107.8% | -111.4% | -23.3% |
| 1Y | -7.8% | +78.5% | -86.3% | -23.8% |
| 3Y | +40.0% | +266.4% | -226.4% | -8.5% |
| 5Y | +21.2% | +159.6% | -138.4% | -15.7% |
| 10Y | +364.4% | +156.6% | +207.8% | +168.2% |
| All | +945.1% | +569.0% | +376.0% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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