+23.7%
IWM vs EQIX
+51.6%
-27.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | +2.8% | +7.6% | -4.8% | -0.2% |
| 30D | +0.6% | +5.2% | -4.6% | -1.5% |
| 3M | -7.8% | +0.8% | -8.6% | -8.3% |
| 6M | -1.0% | +0.2% | -1.2% | -1.7% |
| YTD | +13.9% | +42.2% | -28.3% | -2.8% |
| 1Y | +15.4% | +34.7% | -19.3% | +0.8% |
| 3Y | +70.2% | +49.0% | +21.2% | +39.1% |
| 5Y | +23.7% | +52.8% | -29.2% | -5.5% |
| All | +23.7% | +51.6% | -27.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling