+46.0%
EQIX vs IWD
+72.9%
-26.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +2.1% |
| 7D | +6.1% | +1.3% | +4.9% | +5.0% |
| 30D | +2.8% | +3.6% | -0.8% | -0.6% |
| 3M | +1.6% | +2.3% | -0.7% | -0.6% |
| 6M | -0.7% | +13.0% | -13.7% | -12.1% |
| YTD | +39.7% | +26.2% | +13.6% | +10.3% |
| 1Y | +30.6% | +30.5% | +0.1% | -0.4% |
| 3Y | +48.4% | +86.2% | -37.8% | -23.4% |
| 5Y | +46.0% | +72.9% | -26.9% | -19.0% |
| All | +46.0% | +72.9% | -26.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling