+736.0%
IVV vs EQIX
+246.9%
+489.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.1% | -1.4% | +1.5% | +0.2% |
| 3M | +2.0% | -4.4% | +6.4% | +2.4% |
| 6M | +13.0% | +7.9% | +5.1% | +12.1% |
| YTD | +13.6% | +37.3% | -23.7% | +9.7% |
| 1Y | +20.1% | +37.8% | -17.7% | +15.9% |
| 3Y | +77.6% | +42.0% | +35.6% | +70.3% |
| 5Y | +82.5% | +29.6% | +52.8% | +75.8% |
| 10Y | +316.5% | +238.3% | +78.2% | +267.6% |
| All | +736.0% | +246.9% | +489.2% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling