+363.6%
IGV vs EAT
+320.8%
+42.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +2.3% | -4.0% | +6.3% | +3.0% |
| 30D | -6.0% | -2.9% | -3.1% | -5.8% |
| 3M | -4.8% | -16.9% | +12.1% | -2.5% |
| 6M | +14.2% | +57.0% | -42.7% | +4.9% |
| YTD | -4.2% | +38.2% | -42.4% | -11.0% |
| 1Y | -5.3% | +69.3% | -74.6% | -15.2% |
| 3Y | +38.8% | +483.0% | -444.2% | -2.0% |
| 5Y | +14.2% | +364.1% | -349.9% | -19.0% |
| All | +363.6% | +320.8% | +42.8% | +196.7% |
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