+5,397.9%
ANET vs ICE
+376.8%
+5,021.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.3% | -5.3% | +4.1% | +1.4% |
| 30D | -4.5% | +3.0% | -7.5% | -6.0% |
| 3M | +24.5% | +11.4% | +13.1% | +16.8% |
| 6M | +35.4% | -2.0% | +37.4% | +35.1% |
| YTD | +44.2% | -3.1% | +47.4% | +43.8% |
| 1Y | +25.4% | -8.4% | +33.8% | +28.2% |
| 3Y | +284.8% | +40.7% | +244.0% | +206.6% |
| 5Y | +761.7% | +40.0% | +721.7% | +583.1% |
| 10Y | +3,691.2% | +213.5% | +3,477.7% | +2,011.0% |
| All | +5,397.9% | +376.8% | +5,021.1% | +2,561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling