+29.4%
EQIX vs IRE
-82.8%
+112.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.2% | -9.7% | +0.3% |
| 7D | +1.3% | +58.9% | -57.6% | +0.3% |
| 30D | +0.3% | +17.2% | -16.8% | -0.3% |
| 3M | -1.6% | -58.6% | +57.1% | -1.7% |
| 6M | +12.2% | -23.5% | +35.6% | +10.5% |
| YTD | +38.0% | -47.4% | +85.4% | +35.0% |
| All | +29.4% | -82.8% | +112.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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