+13.3%
ANET vs IJR
+19.0%
-5.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.8% | -7.0% | -6.1% |
| 7D | -13.6% | -3.2% | -10.4% | -9.6% |
| 30D | -26.1% | -1.0% | -25.1% | -24.6% |
| 3M | -19.3% | -7.4% | -12.0% | -10.9% |
| 6M | -6.5% | +0.2% | -6.7% | -5.7% |
| YTD | +21.5% | +15.3% | +6.1% | +3.9% |
| 1Y | +13.3% | +17.5% | -4.1% | -4.5% |
| All | +13.3% | +19.0% | -5.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling