+48.4%
EQIX vs IBB
+86.3%
-37.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.0% |
| 7D | +6.1% | +2.7% | +3.4% | +5.2% |
| 30D | +2.8% | +6.3% | -3.6% | +0.6% |
| 3M | +1.6% | +11.1% | -9.4% | -2.5% |
| 6M | -0.7% | +29.2% | -29.9% | -10.5% |
| YTD | +39.7% | +30.2% | +9.5% | +24.9% |
| 1Y | +30.6% | +39.5% | -8.9% | +12.9% |
| 3Y | +48.4% | +92.3% | -43.9% | +5.0% |
| All | +48.4% | +86.3% | -37.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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