+313.3%
ANET vs IEMG
+83.7%
+229.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +4.1% |
| 7D | +3.0% | -1.3% | +4.3% | +4.7% |
| 30D | -5.2% | +1.9% | -7.1% | -7.3% |
| 3M | +27.6% | +1.4% | +26.2% | +26.2% |
| 6M | +44.4% | +15.2% | +29.2% | +20.3% |
| YTD | +52.3% | +23.8% | +28.5% | +15.4% |
| 1Y | +30.4% | +30.7% | -0.2% | -7.6% |
| 3Y | +313.3% | +83.3% | +230.0% | +112.5% |
| All | +313.3% | +83.7% | +229.6% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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