+34.0%
EQIX vs IWF
+71.2%
-37.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -1.6% | -1.7% | +0.1% | -0.6% |
| 30D | -0.4% | -1.8% | +1.5% | +0.8% |
| 3M | -0.9% | +1.5% | -2.4% | -2.1% |
| 6M | +8.1% | +7.7% | +0.4% | +2.5% |
| YTD | +35.7% | +2.7% | +33.0% | +32.4% |
| 1Y | +34.0% | +6.8% | +27.2% | +27.0% |
| 3Y | +41.4% | +76.9% | -35.4% | -8.0% |
| 5Y | +34.0% | +73.4% | -39.4% | -16.7% |
| All | +34.0% | +71.2% | -37.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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