+630.1%
IYR vs EQIX
+249.3%
+380.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.9% | +2.3% | -3.3% | -1.2% |
| 30D | -2.4% | +0.4% | -2.8% | -2.4% |
| 3M | -2.0% | -1.1% | -0.9% | -2.0% |
| 6M | +2.5% | +11.5% | -9.0% | +0.9% |
| YTD | +8.3% | +38.2% | -29.9% | +3.6% |
| 1Y | +6.5% | +36.7% | -30.2% | +2.0% |
| 3Y | +29.3% | +44.1% | -14.8% | +22.8% |
| 5Y | +5.7% | +34.8% | -29.2% | +1.0% |
| 10Y | +69.2% | +248.8% | -179.6% | +46.1% |
| All | +630.1% | +249.3% | +380.8% | +414.1% |
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