+3.6%
IEF vs EQIX
+246.8%
-243.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -1.7% | -2.5% | +0.7% | -1.7% |
| 3M | -2.5% | 0.0% | -2.5% | -2.6% |
| 6M | -3.3% | +7.6% | -10.9% | -3.5% |
| YTD | -2.8% | +37.5% | -40.3% | -3.7% |
| 1Y | -2.7% | +32.9% | -35.6% | -3.6% |
| 3Y | +8.9% | +42.8% | -33.8% | +7.6% |
| 5Y | -9.4% | +35.8% | -45.2% | -11.1% |
| All | +3.6% | +246.8% | -243.2% | +0.4% |
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