+5,397.9%
ANET vs IRM
+687.5%
+4,710.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -1.3% | -1.8% | +0.5% | -0.5% |
| 30D | -4.5% | -7.8% | +3.3% | -1.3% |
| 3M | +24.5% | -7.9% | +32.4% | +28.7% |
| 6M | +35.4% | +6.3% | +29.0% | +31.7% |
| YTD | +44.2% | +38.2% | +6.1% | +25.9% |
| 1Y | +25.4% | +19.8% | +5.6% | +15.7% |
| 3Y | +284.8% | +98.8% | +186.0% | +191.1% |
| 5Y | +761.7% | +191.8% | +569.9% | +462.5% |
| 10Y | +3,691.2% | +428.8% | +3,262.4% | +1,843.4% |
| All | +5,397.9% | +687.5% | +4,710.4% | +2,524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 all: compounded portfolio wealth divided by compounded IRM 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…
all analysis · Full analysis span regression · 6 months rolling