+291.3%
ANET vs IBB
+60.8%
+230.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.4% |
| 7D | -1.3% | -5.2% | +3.9% | +1.3% |
| 30D | -4.5% | +1.5% | -5.9% | -5.6% |
| 3M | +24.5% | +22.1% | +2.4% | +10.5% |
| 6M | +35.4% | +17.7% | +17.6% | +22.1% |
| YTD | +44.2% | +20.2% | +24.1% | +28.5% |
| 1Y | +25.4% | +44.4% | -19.0% | -0.1% |
| All | +291.3% | +60.8% | +230.5% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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