+244.0%
EQIX vs ITW
+194.8%
+49.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | +0.2% | -0.7% | +0.9% | +0.5% |
| 30D | -2.5% | -8.3% | +5.8% | +1.1% |
| 3M | 0.0% | +6.0% | -6.1% | -2.9% |
| 6M | +7.6% | 0.0% | +7.7% | +7.0% |
| YTD | +37.5% | +10.2% | +27.3% | +30.8% |
| 1Y | +32.9% | +3.2% | +29.7% | +29.8% |
| 3Y | +42.8% | +21.0% | +21.8% | +28.7% |
| 5Y | +35.8% | +37.9% | -2.1% | +14.8% |
| All | +244.0% | +194.8% | +49.1% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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