+166.4%
IWM vs EQIX
+246.8%
-80.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -4.6% | -2.5% | -2.1% | -3.7% |
| 3M | -0.3% | 0.0% | -0.2% | -0.7% |
| 6M | +14.7% | +7.6% | +7.1% | +11.2% |
| YTD | +17.8% | +37.5% | -19.7% | +3.6% |
| 1Y | +21.2% | +32.9% | -11.7% | +7.8% |
| 3Y | +62.3% | +42.8% | +19.6% | +38.3% |
| 5Y | +38.7% | +35.8% | +2.9% | +17.3% |
| All | +166.4% | +246.8% | -80.4% | +70.9% |
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