+660.0%
EQIX vs IBB
+580.2%
+79.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | +1.3% | -1.4% | +2.7% | +2.3% |
| 30D | +3.4% | +6.8% | -3.4% | -0.7% |
| 3M | +3.9% | +9.2% | -5.3% | -2.2% |
| 6M | -0.7% | +28.3% | -29.1% | -16.1% |
| YTD | +41.5% | +29.4% | +12.2% | +18.1% |
| 1Y | +32.9% | +33.2% | -0.3% | +8.7% |
| 3Y | +48.3% | +90.2% | -41.8% | -5.6% |
| 5Y | +52.3% | +44.0% | +8.3% | +14.9% |
| 10Y | +298.6% | +133.1% | +165.5% | +105.2% |
| All | +660.0% | +580.2% | +79.7% | +33.4% |
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