+237.0%
EQIX vs IRM
+3,095.1%
-2,858.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -1.4% | -8.1% | +6.6% | +2.7% |
| 3M | -4.4% | -9.7% | +5.2% | +0.4% |
| 6M | +7.9% | +10.0% | -2.0% | +2.0% |
| YTD | +37.3% | +43.0% | -5.7% | +13.4% |
| 1Y | +37.8% | +32.7% | +5.1% | +17.5% |
| 3Y | +42.0% | +102.7% | -60.7% | -4.0% |
| 5Y | +29.6% | +187.6% | -157.9% | -27.2% |
| 10Y | +238.3% | +420.1% | -181.8% | +30.4% |
| All | +237.0% | +3,095.1% | -2,858.1% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling