+66.0%
IWM vs EQIX
+43.2%
+22.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | +4.0% | -1.6% | +5.5% | +4.2% |
| 6M | +17.9% | +12.2% | +5.8% | +12.9% |
| YTD | +20.2% | +38.0% | -17.8% | +6.0% |
| 1Y | +25.0% | +38.9% | -14.0% | +9.8% |
| 3Y | +66.0% | +43.8% | +22.2% | +42.3% |
| All | +66.0% | +43.2% | +22.8% | +42.3% |
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 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