+316.2%
IVV vs EAT
+389.7%
-73.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | +1.9% | -1.8% | -0.4% |
| 3M | +2.0% | +68.7% | -66.7% | -6.2% |
| 6M | +13.0% | +66.9% | -53.9% | +3.5% |
| YTD | +13.6% | +60.4% | -46.8% | +4.3% |
| 1Y | +20.1% | +44.0% | -23.9% | +11.6% |
| 3Y | +77.6% | +604.7% | -527.1% | +24.9% |
| 5Y | +82.5% | +347.0% | -264.6% | +32.8% |
| All | +316.2% | +389.7% | -73.5% | +174.6% |
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