+3,847.4%
ANET vs IEF
+3.8%
+3,843.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.5% |
| 7D | +3.0% | -1.3% | +4.3% | +2.0% |
| 30D | -5.2% | -1.7% | -3.4% | -6.4% |
| 3M | +27.6% | -2.5% | +30.1% | +25.3% |
| 6M | +44.4% | -3.3% | +47.6% | +40.8% |
| YTD | +52.3% | -2.8% | +55.1% | +49.0% |
| 1Y | +30.4% | -2.7% | +33.1% | +27.7% |
| 3Y | +313.3% | +8.9% | +304.3% | +342.7% |
| 5Y | +810.0% | -9.4% | +819.4% | +638.1% |
| All | +3,847.4% | +3.8% | +3,843.6% | +4,520.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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