+219.7%
IAU vs EQIX
+246.8%
-27.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -1.5% | -2.5% | +0.9% | -1.3% |
| 3M | +3.3% | 0.0% | +3.3% | +3.2% |
| 6M | -16.2% | +7.6% | -23.9% | -16.7% |
| YTD | +0.7% | +37.5% | -36.8% | -1.9% |
| 1Y | +19.2% | +32.9% | -13.7% | +16.4% |
| 3Y | +124.4% | +42.8% | +81.7% | +116.8% |
| 5Y | +140.0% | +35.8% | +104.2% | +130.8% |
| All | +219.7% | +246.8% | -27.1% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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