+239.3%
EQIX vs IOVA
+3.8%
+235.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.6% |
| 7D | -1.6% | -6.4% | +4.8% | -1.2% |
| 30D | -0.4% | +25.4% | -25.8% | -2.0% |
| 3M | -0.9% | +115.3% | -116.3% | -6.9% |
| 6M | +8.1% | +56.5% | -48.4% | +3.2% |
| YTD | +35.7% | +198.2% | -162.5% | +22.7% |
| 1Y | +34.0% | +242.0% | -208.1% | +19.1% |
| 3Y | +41.4% | +36.8% | +4.6% | +25.3% |
| 5Y | +34.0% | -64.3% | +98.3% | +24.6% |
| All | +239.3% | +3.8% | +235.5% | +203.6% |
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