+313.3%
ANET vs IAG
+804.5%
-491.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | +3.0% | -1.1% | +4.1% | +3.2% |
| 30D | -5.2% | +12.1% | -17.3% | -6.9% |
| 3M | +27.6% | +25.5% | +2.1% | +22.6% |
| 6M | +44.4% | -7.1% | +51.5% | +44.1% |
| YTD | +52.3% | +22.9% | +29.5% | +45.0% |
| 1Y | +30.4% | +83.3% | -52.9% | +16.3% |
| 3Y | +313.3% | +808.5% | -495.3% | +224.4% |
| All | +313.3% | +804.5% | -491.2% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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