+38.4%
IGV vs ANET
+302.4%
-264.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -1.1% |
| 7D | -2.9% | +3.0% | -5.9% | -3.7% |
| 30D | -1.5% | -5.2% | +3.7% | -0.4% |
| 3M | +11.7% | +27.6% | -15.9% | +3.5% |
| 6M | +18.4% | +44.4% | -26.0% | +4.9% |
| YTD | -3.9% | +52.3% | -56.3% | -16.8% |
| 1Y | -9.7% | +30.4% | -40.1% | -18.8% |
| 3Y | +38.4% | +313.3% | -274.8% | -14.2% |
| All | +38.4% | +302.4% | -264.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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