+3,847.4%
ANET vs IOVA
+9.7%
+3,837.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.7% | 0.0% | +5.0% |
| 7D | +3.0% | -2.2% | +5.2% | +3.2% |
| 30D | -5.2% | +27.6% | -32.8% | -7.9% |
| 3M | +27.6% | +117.2% | -89.6% | +15.1% |
| 6M | +44.4% | +77.7% | -33.3% | +31.8% |
| YTD | +52.3% | +215.0% | -162.7% | +29.0% |
| 1Y | +30.4% | +255.4% | -225.0% | +7.6% |
| 3Y | +313.3% | +42.6% | +270.6% | +236.4% |
| 5Y | +810.0% | -62.2% | +872.3% | +715.0% |
| All | +3,847.4% | +9.7% | +3,837.7% | +2,690.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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