+337.2%
IR vs EQIX
+201.0%
+136.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.3% | +7.6% | -3.3% | +1.8% |
| 30D | +8.1% | +5.2% | +2.8% | +6.3% |
| 3M | +0.7% | +0.8% | -0.1% | +0.2% |
| 6M | +16.6% | +0.2% | +16.4% | +16.0% |
| YTD | +7.8% | +42.2% | -34.4% | -4.6% |
| 1Y | +9.9% | +34.7% | -24.8% | -1.1% |
| 3Y | +25.2% | +49.0% | -23.8% | +7.5% |
| 5Y | +46.8% | +52.8% | -6.0% | +22.2% |
| All | +337.2% | +201.0% | +136.3% | +211.1% |
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