+650.3%
EQIX vs IBB
+584.7%
+65.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +2.4% |
| 7D | +6.1% | +2.7% | +3.4% | +4.5% |
| 30D | +2.8% | +6.3% | -3.6% | -1.1% |
| 3M | +1.6% | +11.1% | -9.4% | -5.4% |
| 6M | -0.7% | +29.2% | -29.9% | -16.5% |
| YTD | +39.7% | +30.2% | +9.5% | +16.1% |
| 1Y | +30.6% | +39.5% | -8.9% | +3.6% |
| 3Y | +48.4% | +92.3% | -43.9% | -6.3% |
| 5Y | +46.0% | +43.0% | +3.0% | +10.7% |
| 10Y | +267.7% | +137.1% | +130.6% | +87.0% |
| All | +650.3% | +584.7% | +65.6% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling