+313.3%
ANET vs ICE
+41.6%
+271.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.4% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | -5.2% | +4.0% | -9.2% | -6.0% |
| 3M | +27.6% | +13.7% | +13.9% | +23.9% |
| 6M | +44.4% | +0.9% | +43.5% | +45.5% |
| YTD | +52.3% | -2.1% | +54.5% | +54.2% |
| 1Y | +30.4% | -9.5% | +39.9% | +37.5% |
| 3Y | +313.3% | +42.1% | +271.2% | +235.8% |
| All | +313.3% | +41.6% | +271.7% | +235.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling