+3,847.4%
ANET vs IYR
+69.7%
+3,777.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.1% |
| 7D | +3.0% | -1.4% | +4.4% | +3.9% |
| 30D | -5.2% | -2.7% | -2.5% | -3.6% |
| 3M | +27.6% | -2.1% | +29.7% | +28.4% |
| 6M | +44.4% | +3.6% | +40.8% | +39.3% |
| YTD | +52.3% | +8.1% | +44.2% | +42.6% |
| 1Y | +30.4% | +4.7% | +25.7% | +24.5% |
| 3Y | +313.3% | +29.1% | +284.1% | +234.1% |
| 5Y | +810.0% | +6.9% | +803.1% | +744.5% |
| All | +3,847.4% | +69.7% | +3,777.7% | +2,550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling