-4.3%
AKAM vs IAG
+796.9%
-801.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.1% |
| 7D | +0.6% | -4.1% | +4.7% | +1.0% |
| 30D | -8.2% | +10.6% | -18.8% | -9.1% |
| 3M | -17.6% | +35.4% | -53.0% | -20.3% |
| 6M | +2.5% | -9.5% | +12.1% | +2.5% |
| YTD | +22.8% | +21.8% | +1.0% | +18.4% |
| 1Y | +39.6% | +84.1% | -44.6% | +28.4% |
| 3Y | +2.3% | +817.4% | -815.0% | -22.4% |
| 5Y | -4.3% | +830.1% | -834.4% | -28.1% |
| All | -4.3% | +796.9% | -801.2% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling