+67.4%
EQIX vs ROIV
+295.0%
-227.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.2% | -1.5% |
| 7D | +1.3% | +20.2% | -18.8% | -0.8% |
| 30D | +0.3% | +14.1% | -13.8% | -1.2% |
| 3M | -1.6% | +45.6% | -47.2% | -5.6% |
| 6M | +12.2% | +44.1% | -31.9% | +7.5% |
| YTD | +38.0% | +91.2% | -53.2% | +28.1% |
| 1Y | +38.9% | +221.3% | -182.4% | +22.4% |
| 3Y | +43.8% | +229.2% | -185.4% | +24.7% |
| 5Y | +30.4% | +316.5% | -286.1% | +4.6% |
| All | +67.4% | +295.0% | -227.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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