+497.7%
ANET vs IWD
+72.9%
+424.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.8% |
| 7D | +15.5% | +2.3% | +13.2% | +12.2% |
| 30D | +1.0% | +3.6% | -2.6% | -3.3% |
| 3M | -3.1% | +2.2% | -5.3% | -5.5% |
| 6M | +40.2% | +13.0% | +27.3% | +19.5% |
| YTD | +50.6% | +26.5% | +24.1% | +10.3% |
| 1Y | +51.4% | +30.1% | +21.3% | +7.0% |
| 3Y | +275.3% | +84.9% | +190.4% | +69.6% |
| All | +497.7% | +72.9% | +424.7% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling