+233.2%
AKAM vs IBB
+566.2%
-333.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.3% |
| 7D | -10.4% | -1.8% | -8.6% | -8.7% |
| 30D | -20.6% | +5.1% | -25.6% | -23.7% |
| 3M | -29.9% | +10.7% | -40.6% | -36.3% |
| 6M | -31.9% | +22.9% | -54.8% | -43.8% |
| YTD | -4.8% | +26.7% | -31.5% | -23.9% |
| 1Y | +13.8% | +35.1% | -21.3% | -14.1% |
| 3Y | -23.4% | +80.2% | -103.6% | -56.1% |
| 5Y | -22.6% | +37.8% | -60.4% | -45.8% |
| 10Y | +26.3% | +161.2% | -134.9% | -57.2% |
| All | +233.2% | +566.2% | -333.0% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling