+238.7%
EQIX vs IVZ
+97.1%
+141.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +0.3% | +3.1% | -2.7% | -0.9% |
| 3M | -1.6% | +18.2% | -19.7% | -8.1% |
| 6M | +12.2% | +38.6% | -26.4% | -2.0% |
| YTD | +38.0% | +25.9% | +12.1% | +24.2% |
| 1Y | +38.9% | +51.7% | -12.7% | +15.8% |
| 3Y | +43.8% | +138.7% | -94.8% | -3.4% |
| 5Y | +30.4% | +62.8% | -32.4% | -2.3% |
| 10Y | +238.6% | +60.9% | +177.7% | +114.6% |
| All | +238.7% | +97.1% | +141.6% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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