+8.5%
IR vs EQIX
+43.2%
-34.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | -13.6% | +0.3% | -14.0% | -13.8% |
| 3M | +3.7% | -1.6% | +5.2% | +3.9% |
| 6M | -13.1% | +12.2% | -25.2% | -16.4% |
| YTD | -5.1% | +38.0% | -43.1% | -15.3% |
| 1Y | -6.5% | +38.9% | -45.4% | -16.9% |
| 3Y | +8.5% | +43.8% | -35.3% | -6.0% |
| All | +8.5% | +43.2% | -34.7% | -6.0% |
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