+949.2%
IGV vs EAT
+1,551.1%
-602.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| YTD | -3.3% | +39.9% | -43.1% | -12.2% |
| 1Y | -7.9% | +89.7% | -97.6% | -22.1% |
| 3Y | +40.3% | +491.3% | -450.9% | -10.5% |
| 5Y | +17.3% | +365.4% | -348.1% | -24.1% |
| 10Y | +362.3% | +325.9% | +36.4% | +158.0% |
| All | +949.2% | +1,551.1% | -602.0% | +202.2% |
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 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