+16.2%
ANET vs IRE
-97.6%
+113.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -23.2% | +28.3% | +7.4% |
| 7D | -4.4% | -46.8% | +42.4% | +1.0% |
| 30D | -13.7% | -75.5% | +61.8% | -2.8% |
| 3M | -6.3% | -79.4% | +73.1% | +5.5% |
| 6M | +3.4% | -91.3% | +94.7% | +18.6% |
| YTD | +36.2% | -90.8% | +127.0% | +48.6% |
| 1Y | +16.2% | -97.7% | +114.0% | +27.4% |
| All | +16.2% | -97.6% | +113.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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