+5,706.3%
ANET vs IEFA
+128.1%
+5,578.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +4.5% |
| 7D | +3.0% | -1.6% | +4.6% | +4.9% |
| 30D | -5.2% | -1.5% | -3.7% | -3.5% |
| 3M | +27.6% | +3.4% | +24.2% | +23.5% |
| 6M | +44.4% | +9.5% | +34.9% | +30.8% |
| YTD | +52.3% | +13.0% | +39.3% | +33.4% |
| 1Y | +30.4% | +18.0% | +12.4% | +9.2% |
| 3Y | +313.3% | +65.4% | +247.9% | +142.9% |
| 5Y | +810.0% | +51.6% | +758.5% | +490.4% |
| 10Y | +3,903.8% | +146.7% | +3,757.1% | +1,488.4% |
| All | +5,706.3% | +128.1% | +5,578.1% | +2,781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling