+3,847.4%
ANET vs IBB
+125.5%
+3,721.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.5% |
| 7D | +3.0% | -4.2% | +7.2% | +6.2% |
| 30D | -5.2% | +1.1% | -6.3% | -6.5% |
| 3M | +27.6% | +19.0% | +8.6% | +11.1% |
| 6M | +44.4% | +18.9% | +25.5% | +25.1% |
| YTD | +52.3% | +20.3% | +32.0% | +30.6% |
| 1Y | +30.4% | +41.5% | -11.1% | -1.1% |
| 3Y | +313.3% | +60.3% | +253.0% | +180.1% |
| 5Y | +810.0% | +18.7% | +791.3% | +669.1% |
| All | +3,847.4% | +125.5% | +3,721.9% | +2,089.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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