+147.3%
IBM vs EQIX
+293.0%
-145.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | +1.6% | +4.1% | -2.5% | +0.4% |
| 30D | +9.2% | +5.8% | +3.4% | +7.4% |
| 3M | +4.9% | -1.4% | +6.3% | +5.0% |
| 6M | +16.8% | -1.2% | +18.0% | +16.6% |
| YTD | -14.3% | +39.6% | -53.9% | -23.0% |
| 1Y | -16.7% | +36.8% | -53.6% | -24.7% |
| 3Y | +82.2% | +47.3% | +35.0% | +59.3% |
| 5Y | +149.9% | +50.1% | +99.8% | +112.9% |
| All | +147.3% | +293.0% | -145.7% | +56.6% |
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