+248.8%
EQIX vs IWD
+195.0%
+53.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +2.3% | -1.2% | +3.5% | +3.3% |
| 30D | +0.4% | -1.6% | +2.1% | +1.7% |
| 3M | -1.1% | +7.0% | -8.1% | -6.2% |
| 6M | +11.5% | +17.0% | -5.5% | -1.3% |
| YTD | +38.2% | +21.6% | +16.6% | +18.6% |
| 1Y | +36.7% | +28.0% | +8.7% | +12.7% |
| 3Y | +44.1% | +70.6% | -26.5% | -4.3% |
| 5Y | +34.8% | +73.3% | -38.5% | -11.0% |
| 10Y | +248.8% | +200.5% | +48.3% | +49.2% |
| All | +248.8% | +195.0% | +53.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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