+143.8%
IBM vs EQIX
+246.8%
-103.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.6% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +3.1% | -2.5% | +5.6% | +3.8% |
| 3M | -10.8% | 0.0% | -10.8% | -11.0% |
| 6M | -0.8% | +7.6% | -8.5% | -3.1% |
| YTD | -16.2% | +37.5% | -53.7% | -24.0% |
| 1Y | -2.9% | +32.9% | -35.8% | -11.2% |
| 3Y | +79.8% | +42.8% | +37.1% | +59.3% |
| 5Y | +124.9% | +35.8% | +89.1% | +98.2% |
| All | +143.8% | +246.8% | -103.0% | +67.8% |
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