+213.7%
ICE vs EQIX
+246.8%
-33.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +4.0% | -2.5% | +6.5% | +4.8% |
| 3M | +13.7% | 0.0% | +13.7% | +13.2% |
| 6M | +0.9% | +7.6% | -6.7% | -2.2% |
| YTD | -2.1% | +37.5% | -39.6% | -13.6% |
| 1Y | -9.5% | +32.9% | -42.4% | -19.3% |
| 3Y | +42.1% | +42.8% | -0.7% | +20.2% |
| 5Y | +41.4% | +35.8% | +5.6% | +19.0% |
| All | +213.7% | +246.8% | -33.1% | +109.9% |
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 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