+101.1%
AKAM vs IAG
+427.6%
-326.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | +1.5% | -1.1% | +2.6% | +1.6% |
| 30D | -13.0% | +12.1% | -25.1% | -13.7% |
| 3M | -19.4% | +25.5% | -44.9% | -20.8% |
| 6M | +0.3% | -7.1% | +7.4% | +0.1% |
| YTD | +22.4% | +22.9% | -0.5% | +19.5% |
| 1Y | +34.8% | +83.3% | -48.5% | +28.0% |
| 3Y | +1.9% | +808.5% | -806.6% | -13.3% |
| 5Y | -4.6% | +838.0% | -842.6% | -20.7% |
| All | +101.1% | +427.6% | -326.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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