+23.9%
IR vs EQIX
+47.7%
-23.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +2.5% | +4.1% | -1.5% | +1.3% |
| 30D | +9.2% | +5.8% | +3.3% | +7.3% |
| 3M | +0.9% | -1.4% | +2.3% | +1.1% |
| 6M | +19.2% | -1.2% | +20.5% | +19.1% |
| YTD | +7.5% | +39.6% | -32.2% | -3.9% |
| 1Y | +11.7% | +36.8% | -25.1% | +0.6% |
| 3Y | +23.9% | +47.3% | -23.3% | +9.6% |
| All | +23.9% | +47.7% | -23.7% | +9.6% |
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