+16.2%
ANET vs ICE
+21.0%
-4.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.7% | +5.6% |
| 7D | -4.4% | +12.2% | -16.6% | -1.7% |
| 30D | -13.7% | +15.0% | -28.7% | -11.2% |
| 3M | -6.3% | +17.6% | -23.9% | -3.2% |
| 6M | +3.4% | +12.6% | -9.2% | +10.2% |
| YTD | +36.2% | +9.1% | +27.1% | +43.1% |
| 1Y | +16.2% | +20.6% | -4.4% | +15.1% |
| All | +16.2% | +21.0% | -4.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling