+26.4%
AKAM vs IBB
+130.8%
-104.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +4.9% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | -21.7% | +5.2% | -26.9% | -23.8% |
| 3M | -28.8% | +8.6% | -37.4% | -32.2% |
| 6M | -43.3% | +27.8% | -71.2% | -51.0% |
| YTD | -4.1% | +28.8% | -32.9% | -17.5% |
| 1Y | -3.9% | +36.4% | -40.3% | -20.0% |
| 3Y | -24.4% | +89.3% | -113.8% | -48.2% |
| 5Y | -23.8% | +43.3% | -67.0% | -39.9% |
| 10Y | +26.4% | +130.6% | -104.2% | -27.4% |
| All | +26.4% | +130.8% | -104.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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