+791.3%
ANET vs IJR
+39.9%
+751.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.1% |
| 7D | +3.0% | -2.2% | +5.2% | +5.2% |
| 30D | -5.2% | -4.6% | -0.6% | -0.8% |
| 3M | +27.6% | +0.2% | +27.4% | +27.6% |
| 6M | +44.4% | +14.7% | +29.7% | +27.3% |
| YTD | +52.3% | +18.9% | +33.5% | +29.8% |
| 1Y | +30.4% | +19.9% | +10.5% | +10.1% |
| 3Y | +313.3% | +53.0% | +260.2% | +177.2% |
| All | +791.3% | +39.9% | +751.3% | +560.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling