+53.0%
IJR vs EQIX
+42.6%
+10.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | -2.2% | +0.2% | -2.3% | -2.2% |
| 30D | -4.6% | -2.5% | -2.1% | -3.9% |
| 3M | +0.2% | 0.0% | +0.3% | -0.1% |
| 6M | +14.7% | +7.6% | +7.1% | +11.5% |
| YTD | +18.9% | +37.5% | -18.7% | +5.6% |
| 1Y | +19.9% | +32.9% | -13.0% | +7.7% |
| 3Y | +53.0% | +42.8% | +10.3% | +32.4% |
| All | +53.0% | +42.6% | +10.4% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling