+292.0%
EQIX vs IOVA
-0.9%
+292.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +0.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.7% |
| 30D | +5.2% | -47.4% | +52.6% | +8.9% |
| 3M | +0.8% | +13.2% | -12.4% | -1.6% |
| 6M | +0.2% | +114.3% | -114.1% | -7.3% |
| YTD | +42.2% | +179.5% | -137.3% | +27.3% |
| 1Y | +34.7% | +200.4% | -165.7% | +19.7% |
| 3Y | +49.0% | +92.2% | -43.2% | +27.2% |
| 5Y | +52.8% | -63.8% | +116.6% | +40.2% |
| All | +292.0% | -0.9% | +292.9% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling