+3,847.4%
ANET vs ICE
+220.6%
+3,626.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.1% |
| 7D | +3.0% | -2.4% | +5.4% | +4.3% |
| 30D | -5.2% | +4.0% | -9.2% | -7.2% |
| 3M | +27.6% | +13.7% | +13.9% | +18.1% |
| 6M | +44.4% | +0.9% | +43.5% | +41.9% |
| YTD | +52.3% | -2.1% | +54.5% | +51.1% |
| 1Y | +30.4% | -9.5% | +39.9% | +34.9% |
| 3Y | +313.3% | +42.1% | +271.2% | +220.7% |
| 5Y | +810.0% | +41.4% | +768.6% | +600.8% |
| All | +3,847.4% | +220.6% | +3,626.8% | +2,185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling