+239.3%
EQIX vs IRM
+430.1%
-190.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -0.4% | -7.8% | +7.4% | +3.4% |
| 3M | -0.9% | -7.9% | +6.9% | +2.9% |
| 6M | +8.1% | +6.3% | +1.8% | +4.2% |
| YTD | +35.7% | +38.2% | -2.5% | +15.4% |
| 1Y | +34.0% | +19.8% | +14.1% | +21.3% |
| 3Y | +41.4% | +98.8% | -57.3% | -0.6% |
| 5Y | +34.0% | +191.8% | -157.8% | -20.7% |
| All | +239.3% | +430.1% | -190.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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