+300.1%
IBM vs EQIX
+246.9%
+53.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | -21.6% | -4.4% | -17.2% | -21.3% |
| 6M | -4.7% | +7.9% | -12.6% | -5.5% |
| YTD | -19.1% | +37.3% | -56.4% | -21.6% |
| 1Y | -2.5% | +37.8% | -40.3% | -5.6% |
| 3Y | +74.2% | +42.0% | +32.2% | +67.7% |
| 5Y | +113.1% | +29.6% | +83.5% | +105.6% |
| 10Y | +133.5% | +238.3% | -104.8% | +106.7% |
| All | +300.1% | +246.9% | +53.2% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling