+209.4%
IEFA vs EQIX
+651.6%
-442.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | +5.5% | -0.9% | +6.5% | +5.5% |
| 6M | +8.1% | +8.1% | 0.0% | +5.4% |
| YTD | +11.9% | +35.7% | -23.7% | +2.0% |
| 1Y | +18.1% | +34.0% | -15.9% | +7.8% |
| 3Y | +65.5% | +41.4% | +24.0% | +46.4% |
| 5Y | +50.1% | +34.0% | +16.0% | +32.0% |
| 10Y | +144.2% | +242.4% | -98.1% | +60.0% |
| All | +209.4% | +651.6% | -442.1% | +64.9% |
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