+973.2%
IGV vs EAT
+1,793.7%
-820.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +3.2% | +1.9% | +1.3% | +2.4% |
| 3M | +4.5% | +68.7% | -64.1% | -7.0% |
| 6M | +22.1% | +66.9% | -44.8% | +7.8% |
| YTD | -1.0% | +60.4% | -61.5% | -12.2% |
| 1Y | -2.1% | +44.0% | -46.1% | -11.9% |
| 3Y | +44.6% | +604.7% | -560.1% | -10.9% |
| 5Y | +22.2% | +347.0% | -324.9% | -20.2% |
| 10Y | +364.7% | +390.8% | -26.0% | +152.8% |
| All | +973.2% | +1,793.7% | -820.5% | +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