+357.7%
IGV vs EAT
+374.9%
-17.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.9% | -7.7% | +4.8% | -1.7% |
| 30D | -1.5% | -13.6% | +12.1% | +0.6% |
| 3M | +11.7% | +33.9% | -22.2% | +6.0% |
| 6M | +18.4% | +47.2% | -28.8% | +9.7% |
| YTD | -3.9% | +48.1% | -52.0% | -11.4% |
| 1Y | -9.7% | +33.7% | -43.3% | -15.7% |
| 3Y | +38.4% | +595.8% | -557.3% | -4.9% |
| 5Y | +21.6% | +314.4% | -292.8% | -12.5% |
| All | +357.7% | +374.9% | -17.2% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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