+5,397.9%
ANET vs IAU
+234.7%
+5,163.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -1.3% | -3.4% | +2.1% | -1.0% |
| 30D | -4.5% | -1.1% | -3.4% | -4.4% |
| 3M | +24.5% | +5.8% | +18.7% | +24.1% |
| 6M | +35.4% | -16.9% | +52.3% | +36.2% |
| YTD | +44.2% | +0.1% | +44.1% | +45.4% |
| 1Y | +25.4% | +18.4% | +7.0% | +26.7% |
| 3Y | +284.8% | +123.6% | +161.2% | +297.1% |
| 5Y | +761.7% | +138.7% | +622.9% | +787.1% |
| 10Y | +3,691.2% | +217.2% | +3,474.0% | +4,270.7% |
| All | +5,397.9% | +234.7% | +5,163.2% | +7,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling