+32.2%
ANET vs IRE
-84.0%
+116.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -0.4% |
| 7D | +3.7% | +29.0% | -25.4% | +1.1% |
| 30D | +0.7% | +24.2% | -23.5% | -2.3% |
| 3M | +26.8% | -53.2% | +80.0% | +28.5% |
| 6M | +40.7% | -36.0% | +76.7% | +33.7% |
| YTD | +47.2% | -51.0% | +98.3% | +39.5% |
| All | +32.2% | -84.0% | +116.2% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling