+77.3%
IVV vs ANET
+302.4%
-225.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -0.1% |
| 7D | -0.8% | +3.0% | -3.8% | -1.3% |
| 30D | -1.1% | -5.2% | +4.1% | -0.3% |
| 3M | +3.9% | +27.6% | -23.7% | -1.0% |
| 6M | +13.6% | +44.4% | -30.8% | +4.9% |
| YTD | +12.7% | +52.3% | -39.6% | +2.5% |
| 1Y | +17.6% | +30.4% | -12.8% | +9.5% |
| 3Y | +77.3% | +313.3% | -235.9% | +28.7% |
| All | +77.3% | +302.4% | -225.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 3y: compounded portfolio wealth divided by compounded ANET 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…
3y analysis · Full analysis span regression · 6 months rolling