+313.3%
ANET vs IOVA
+43.8%
+269.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.7% | 0.0% | +5.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.1% |
| 30D | -5.2% | +27.6% | -32.8% | -6.4% |
| 3M | +27.6% | +117.2% | -89.6% | +21.6% |
| 6M | +44.4% | +77.7% | -33.3% | +38.5% |
| YTD | +52.3% | +215.0% | -162.7% | +40.0% |
| 1Y | +30.4% | +255.4% | -225.0% | +18.5% |
| 3Y | +313.3% | +42.6% | +270.6% | +275.6% |
| All | +313.3% | +43.8% | +269.4% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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