+306.5%
IVV vs EAT
+378.4%
-71.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | -2.7% | -2.6% | -0.1% | -2.3% |
| 30D | -5.4% | +11.5% | -16.8% | -7.1% |
| 3M | -4.1% | -9.1% | +5.1% | -3.2% |
| 6M | +0.7% | +40.4% | -39.7% | -5.3% |
| YTD | +8.7% | +43.9% | -35.2% | +1.1% |
| 1Y | +11.0% | +101.9% | -91.0% | -2.4% |
| 3Y | +75.4% | +489.9% | -414.4% | +26.6% |
| 5Y | +68.3% | +362.6% | -294.3% | +21.8% |
| All | +306.5% | +378.4% | -71.8% | +166.8% |
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