+5,397.9%
ANET vs IVZ
+41.7%
+5,356.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.3% |
| 30D | -4.5% | +2.5% | -7.0% | -5.4% |
| 3M | +24.5% | +17.1% | +7.5% | +16.8% |
| 6M | +35.4% | +35.1% | +0.2% | +19.1% |
| YTD | +44.2% | +24.3% | +19.9% | +30.8% |
| 1Y | +25.4% | +48.7% | -23.3% | +5.5% |
| 3Y | +284.8% | +135.6% | +149.1% | +162.4% |
| 5Y | +761.7% | +60.3% | +701.4% | +562.5% |
| 10Y | +3,691.2% | +62.5% | +3,628.6% | +2,551.9% |
| All | +5,397.9% | +41.7% | +5,356.2% | +3,937.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling