+3,847.4%
ANET vs IAU
+220.2%
+3,627.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.4% |
| 30D | -5.2% | -1.5% | -3.7% | -4.9% |
| 3M | +27.6% | +3.3% | +24.4% | +26.9% |
| 6M | +44.4% | -16.2% | +60.6% | +47.9% |
| YTD | +52.3% | +0.7% | +51.7% | +53.0% |
| 1Y | +30.4% | +19.2% | +11.2% | +28.7% |
| 3Y | +313.3% | +124.4% | +188.8% | +281.8% |
| 5Y | +810.0% | +140.0% | +670.0% | +724.0% |
| All | +3,847.4% | +220.2% | +3,627.2% | +3,964.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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