+252.1%
INTC vs EQIX
+246.8%
+5.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +2.0% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +2.0% | -2.5% | +4.4% | +3.2% |
| 3M | -12.0% | 0.0% | -11.9% | -12.2% |
| 6M | +114.5% | +7.6% | +106.9% | +107.8% |
| YTD | +179.0% | +37.5% | +141.5% | +142.1% |
| 1Y | +318.3% | +32.9% | +285.4% | +267.2% |
| 3Y | +171.2% | +42.8% | +128.5% | +126.8% |
| 5Y | +107.6% | +35.8% | +71.8% | +72.7% |
| All | +252.1% | +246.8% | +5.4% | +104.1% |
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