+1,789.3%
AKAM vs IAG
+368.9%
+1,420.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -0.8% | +4.3% | -5.0% | -1.2% |
| 30D | -4.5% | +9.8% | -14.2% | -5.4% |
| 3M | -25.6% | +28.9% | -54.5% | -27.7% |
| 6M | +5.7% | -7.6% | +13.3% | +5.5% |
| YTD | +21.0% | +22.0% | -0.9% | +16.9% |
| 1Y | +33.9% | +99.5% | -65.6% | +22.7% |
| 3Y | +0.9% | +818.3% | -817.4% | -22.4% |
| 5Y | -6.9% | +785.9% | -792.8% | -30.5% |
| 10Y | +97.4% | +381.1% | -283.7% | +44.1% |
| All | +1,789.3% | +368.9% | +1,420.4% | +1,086.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling