+244.0%
EQIX vs QID
-99.2%
+343.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +0.8% |
| 7D | +0.2% | +1.3% | -1.1% | +0.6% |
| 30D | -2.5% | +2.9% | -5.4% | -1.5% |
| 3M | 0.0% | -0.7% | +0.7% | +0.5% |
| 6M | +7.6% | -29.7% | +37.3% | -2.1% |
| YTD | +37.5% | -27.9% | +65.4% | +26.4% |
| 1Y | +32.9% | -34.6% | +67.5% | +18.9% |
| 3Y | +42.8% | -73.5% | +116.3% | +1.9% |
| 5Y | +35.8% | -81.0% | +116.8% | -2.4% |
| All | +244.0% | -99.2% | +343.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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