+637.1%
EQIX vs IBB
+560.8%
+76.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -0.8% | +1.4% | -2.2% | -1.7% |
| 30D | -1.4% | +10.5% | -11.9% | -7.9% |
| 3M | -4.4% | +23.6% | -28.1% | -17.1% |
| 6M | +7.9% | +22.6% | -14.7% | -6.3% |
| YTD | +37.3% | +25.7% | +11.6% | +16.8% |
| 1Y | +37.8% | +51.4% | -13.6% | +3.7% |
| 3Y | +42.0% | +64.4% | -22.4% | -0.6% |
| 5Y | +29.6% | +22.1% | +7.5% | +8.9% |
| 10Y | +238.3% | +132.5% | +105.9% | +72.5% |
| All | +637.1% | +560.8% | +76.3% | +32.0% |
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 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