+238.7%
EQIX vs IWF
+667.1%
-428.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +1.3% | +1.5% | -0.2% | -0.1% |
| 30D | +0.3% | -1.3% | +1.6% | +1.5% |
| 3M | -1.6% | +0.1% | -1.7% | -2.3% |
| 6M | +12.2% | +10.3% | +1.9% | +1.1% |
| YTD | +38.0% | +4.2% | +33.8% | +30.8% |
| 1Y | +38.9% | +9.3% | +29.6% | +25.1% |
| 3Y | +43.8% | +79.3% | -35.5% | -22.8% |
| 5Y | +30.4% | +73.8% | -43.4% | -29.8% |
| 10Y | +238.6% | +410.9% | -172.3% | -45.3% |
| All | +238.7% | +667.1% | -428.4% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling