+274.5%
IR vs EQIX
+187.2%
+87.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.1% |
| 7D | -3.1% | -1.6% | -1.4% | -2.6% |
| 30D | -14.0% | -0.4% | -13.7% | -14.0% |
| 3M | +3.7% | -0.9% | +4.7% | +3.7% |
| 6M | -15.4% | +8.1% | -23.5% | -17.7% |
| YTD | -7.7% | +35.7% | -43.3% | -16.9% |
| 1Y | -8.8% | +34.0% | -42.8% | -17.8% |
| 3Y | +5.6% | +41.4% | -35.8% | -7.7% |
| 5Y | +34.3% | +34.0% | +0.3% | +15.9% |
| All | +274.5% | +187.2% | +87.3% | +170.8% |
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