+35.2%
ANET vs IRE
-98.1%
+133.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.4% | +9.9% | -3.0% |
| 7D | +15.5% | -31.8% | +47.4% | +19.8% |
| 30D | +1.0% | -71.8% | +72.7% | +11.6% |
| 3M | -3.1% | -88.9% | +85.8% | +14.9% |
| 6M | +40.2% | -95.4% | +135.6% | +69.6% |
| YTD | +50.6% | -94.2% | +144.8% | +69.8% |
| 1Y | +51.4% | -97.1% | +148.5% | +71.1% |
| All | +35.2% | -98.1% | +133.3% | +52.7% |
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