+244.0%
EQIX vs IT
+103.1%
+140.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +0.3% |
| 7D | +0.2% | -3.7% | +3.8% | +0.8% |
| 30D | -2.5% | +0.1% | -2.6% | -2.8% |
| 3M | 0.0% | +20.7% | -20.7% | -5.2% |
| 6M | +7.6% | +12.0% | -4.3% | +2.8% |
| YTD | +37.5% | -28.8% | +66.3% | +45.2% |
| 1Y | +32.9% | -25.5% | +58.4% | +37.9% |
| 3Y | +42.8% | -48.8% | +91.5% | +59.3% |
| 5Y | +35.8% | -42.7% | +78.6% | +44.7% |
| All | +244.0% | +103.1% | +140.9% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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