+5,706.3%
ANET vs IEMG
+120.7%
+5,585.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +4.5% |
| 7D | +3.0% | -1.3% | +4.3% | +4.3% |
| 30D | -5.2% | +1.9% | -7.1% | -6.8% |
| 3M | +27.6% | +1.4% | +26.2% | +26.9% |
| 6M | +44.4% | +15.2% | +29.2% | +27.9% |
| YTD | +52.3% | +23.8% | +28.5% | +26.8% |
| 1Y | +30.4% | +30.7% | -0.2% | +3.7% |
| 3Y | +313.3% | +83.3% | +230.0% | +151.6% |
| 5Y | +810.0% | +48.8% | +761.3% | +552.6% |
| 10Y | +3,903.8% | +142.8% | +3,761.0% | +1,860.6% |
| All | +5,706.3% | +120.7% | +5,585.6% | +2,795.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling