+665.6%
IWM vs EQIX
+259.2%
+406.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | +2.8% | +7.6% | -4.8% | +1.8% |
| 30D | +0.6% | +5.2% | -4.6% | 0.0% |
| 3M | -7.8% | +0.8% | -8.6% | -7.9% |
| 6M | -1.0% | +0.2% | -1.2% | -1.1% |
| YTD | +13.9% | +42.2% | -28.3% | +8.6% |
| 1Y | +15.4% | +34.7% | -19.3% | +10.9% |
| 3Y | +70.2% | +49.0% | +21.2% | +61.0% |
| 5Y | +23.7% | +52.8% | -29.2% | +16.2% |
| 10Y | +147.8% | +300.4% | -152.6% | +108.1% |
| All | +665.6% | +259.2% | +406.4% | +412.8% |
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