+3,847.4%
ANET vs IVZ
+65.9%
+3,781.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.2% |
| 7D | +3.0% | -2.4% | +5.4% | +4.0% |
| 30D | -5.2% | +3.0% | -8.2% | -6.3% |
| 3M | +27.6% | +14.9% | +12.7% | +20.9% |
| 6M | +44.4% | +36.7% | +7.6% | +27.3% |
| YTD | +52.3% | +25.7% | +26.7% | +38.2% |
| 1Y | +30.4% | +47.7% | -17.3% | +10.9% |
| 3Y | +313.3% | +138.8% | +174.4% | +186.0% |
| 5Y | +810.0% | +62.1% | +747.9% | +604.5% |
| All | +3,847.4% | +65.9% | +3,781.5% | +2,670.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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