+938.5%
IGV vs EAT
+1,531.4%
-592.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +2.3% | -4.0% | +6.3% | +3.2% |
| 30D | -6.0% | -2.9% | -3.1% | -5.7% |
| 3M | -4.8% | -16.9% | +12.1% | -1.8% |
| 6M | +14.2% | +57.0% | -42.7% | +2.5% |
| YTD | -4.2% | +38.2% | -42.4% | -12.9% |
| 1Y | -5.3% | +69.3% | -74.6% | -17.8% |
| 3Y | +38.8% | +483.0% | -444.2% | -11.2% |
| 5Y | +14.2% | +364.1% | -349.9% | -26.1% |
| 10Y | +357.6% | +320.8% | +36.8% | +156.0% |
| All | +938.5% | +1,531.4% | -592.9% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling