+77.4%
IBM vs EQIX
+43.4%
+34.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +3.6% | +2.3% | +1.2% | +3.0% |
| 30D | +1.5% | +0.4% | +1.1% | +1.3% |
| 3M | -12.9% | -1.1% | -11.8% | -12.8% |
| 6M | -3.9% | +11.5% | -15.4% | -6.8% |
| YTD | -17.3% | +38.2% | -55.6% | -25.4% |
| 1Y | -5.0% | +36.7% | -41.7% | -14.0% |
| All | +77.4% | +43.4% | +34.0% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling