+120.6%
IBM vs EQIX
+31.3%
+89.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | -12.9% | -1.1% | -11.8% | -12.8% |
| 6M | -3.9% | +11.5% | -15.4% | -6.5% |
| YTD | -17.3% | +38.2% | -55.6% | -24.1% |
| 1Y | -5.0% | +36.7% | -41.7% | -12.5% |
| 3Y | +78.2% | +44.1% | +34.1% | +61.0% |
| 5Y | +120.6% | +34.8% | +85.8% | +93.0% |
| All | +120.6% | +31.3% | +89.4% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling