+30.1%
EQIX vs IRE
-97.8%
+127.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.2% |
| 7D | +6.1% | -15.5% | +21.6% | +6.0% |
| 30D | +2.8% | -70.4% | +73.2% | +5.4% |
| 3M | +1.6% | -81.6% | +83.2% | +5.1% |
| 6M | -0.7% | -94.7% | +94.0% | +3.2% |
| YTD | +39.7% | -91.8% | +131.5% | +41.1% |
| All | +30.1% | -97.8% | +127.9% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling