+17.3%
IGV vs EAT
+362.5%
-345.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.3% |
| 7D | -1.3% | -8.9% | +7.7% | +0.6% |
| 30D | -8.1% | +3.4% | -11.5% | -9.1% |
| 3M | -1.6% | -9.3% | +7.7% | -0.5% |
| 6M | +12.7% | +43.8% | -31.0% | +2.4% |
| YTD | -3.3% | +39.9% | -43.1% | -12.8% |
| 1Y | -7.9% | +89.7% | -97.6% | -23.5% |
| 3Y | +40.3% | +491.3% | -450.9% | -20.7% |
| 5Y | +17.3% | +365.4% | -348.1% | -35.2% |
| All | +17.3% | +362.5% | -345.2% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling