+166.4%
IWM vs ANET
+3,934.2%
-3,767.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.9% |
| 7D | -2.4% | +3.0% | -5.4% | -3.1% |
| 30D | -4.6% | -5.2% | +0.6% | -3.5% |
| 3M | -0.3% | +27.6% | -27.9% | -6.8% |
| 6M | +14.7% | +44.4% | -29.7% | +2.9% |
| YTD | +17.8% | +52.3% | -34.5% | +3.6% |
| 1Y | +21.2% | +30.4% | -9.2% | +9.9% |
| 3Y | +62.3% | +313.3% | -250.9% | +3.3% |
| 5Y | +38.7% | +810.0% | -771.3% | -31.6% |
| All | +166.4% | +3,934.2% | -3,767.8% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling