+357.7%
IGV vs EQIX
+246.8%
+111.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -1.5% | -2.5% | +1.0% | -0.5% |
| 3M | +11.7% | 0.0% | +11.7% | +10.9% |
| 6M | +18.4% | +7.6% | +10.8% | +13.2% |
| YTD | -3.9% | +37.5% | -41.4% | -19.2% |
| 1Y | -9.7% | +32.9% | -42.6% | -22.9% |
| 3Y | +38.4% | +42.8% | -4.3% | +11.1% |
| 5Y | +21.6% | +35.8% | -14.2% | -2.2% |
| All | +357.7% | +246.8% | +111.0% | +152.3% |
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