+239.3%
EQIX vs ITW
+1,486.5%
-1,247.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.1% |
| 7D | +2.3% | -1.9% | +4.2% | +3.4% |
| 30D | +0.4% | -10.4% | +10.8% | +6.7% |
| 3M | -1.1% | +3.5% | -4.6% | -3.6% |
| 6M | +11.5% | -3.4% | +14.8% | +12.6% |
| YTD | +38.2% | +8.5% | +29.7% | +30.5% |
| 1Y | +36.7% | +3.2% | +33.4% | +32.2% |
| 3Y | +44.1% | +18.9% | +25.2% | +26.9% |
| 5Y | +34.8% | +35.0% | -0.2% | +9.4% |
| 10Y | +248.8% | +188.6% | +60.1% | +65.0% |
| All | +239.3% | +1,486.5% | -1,247.2% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling