+313.3%
ANET vs IYR
+29.0%
+284.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | -5.2% | -2.7% | -2.5% | -4.6% |
| 3M | +27.6% | -2.1% | +29.7% | +27.7% |
| 6M | +44.4% | +3.6% | +40.8% | +40.6% |
| YTD | +52.3% | +8.1% | +44.2% | +45.9% |
| 1Y | +30.4% | +4.7% | +25.7% | +26.5% |
| 3Y | +313.3% | +29.1% | +284.1% | +267.6% |
| All | +313.3% | +29.0% | +284.3% | +267.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling