-24.0%
AKAM vs IBB
+37.2%
-61.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.8% |
| 7D | -10.4% | -1.8% | -8.6% | -9.3% |
| 30D | -20.6% | +5.1% | -25.6% | -22.4% |
| 3M | -29.9% | +10.7% | -40.6% | -33.8% |
| 6M | -31.9% | +22.9% | -54.8% | -39.5% |
| YTD | -4.8% | +26.7% | -31.5% | -17.1% |
| 1Y | +13.8% | +35.1% | -21.3% | -4.5% |
| 3Y | -23.4% | +80.2% | -103.6% | -46.0% |
| All | -24.0% | +37.2% | -61.2% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling