+37.3%
ANET vs IEFA
+23.1%
+14.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -0.8% | +0.6% | -1.4% | -1.5% |
| 30D | -1.8% | +1.0% | -2.8% | -3.0% |
| 3M | +16.7% | +4.7% | +12.0% | +10.9% |
| 6M | +43.7% | +8.6% | +35.1% | +29.0% |
| YTD | +47.9% | +14.8% | +33.1% | +22.0% |
| 1Y | +37.3% | +22.6% | +14.6% | +5.7% |
| All | +37.3% | +23.1% | +14.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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