+3,847.4%
ANET vs IWD
+203.8%
+3,643.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +4.6% |
| 7D | +3.0% | -0.8% | +3.8% | +4.0% |
| 30D | -5.2% | -0.8% | -4.3% | -4.3% |
| 3M | +27.6% | +6.9% | +20.7% | +18.4% |
| 6M | +44.4% | +18.3% | +26.1% | +20.0% |
| YTD | +52.3% | +22.4% | +30.0% | +22.1% |
| 1Y | +30.4% | +27.4% | +3.0% | 0.0% |
| 3Y | +313.3% | +71.2% | +242.1% | +133.7% |
| 5Y | +810.0% | +75.7% | +734.3% | +409.2% |
| All | +3,847.4% | +203.8% | +3,643.6% | +1,182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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