+82.2%
IBM vs EQIX
+47.7%
+34.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | +1.6% | +4.1% | -2.5% | +0.7% |
| 30D | +9.2% | +5.8% | +3.4% | +7.8% |
| 3M | +4.9% | -1.4% | +6.3% | +5.1% |
| 6M | +16.8% | -1.2% | +18.0% | +16.7% |
| YTD | -14.3% | +39.6% | -53.9% | -22.5% |
| 1Y | -16.7% | +36.8% | -53.6% | -24.2% |
| 3Y | +82.2% | +47.3% | +35.0% | +64.5% |
| All | +82.2% | +47.7% | +34.6% | +64.5% |
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