+237.0%
EQIX vs IWD
+704.2%
-467.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.5% |
| 30D | -1.4% | +0.6% | -2.0% | -2.0% |
| 3M | -4.4% | +7.2% | -11.7% | -10.7% |
| 6M | +7.9% | +16.2% | -8.3% | -6.7% |
| YTD | +37.3% | +23.3% | +13.9% | +12.0% |
| 1Y | +37.8% | +29.6% | +8.2% | +7.2% |
| 3Y | +42.0% | +70.5% | -28.5% | -15.1% |
| 5Y | +29.6% | +73.5% | -43.8% | -23.4% |
| 10Y | +238.3% | +198.3% | +40.0% | +9.6% |
| All | +237.0% | +704.2% | -467.2% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling