+101.1%
AKAM vs IEF
+3.8%
+97.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | -1.3% | +2.8% | +1.4% |
| 30D | -13.0% | -1.7% | -11.3% | -13.1% |
| 3M | -19.4% | -2.5% | -16.8% | -19.5% |
| 6M | +0.3% | -3.3% | +3.6% | +0.1% |
| YTD | +22.4% | -2.8% | +25.2% | +22.2% |
| 1Y | +34.8% | -2.7% | +37.6% | +34.6% |
| 3Y | +1.9% | +8.9% | -7.0% | +3.6% |
| 5Y | -4.6% | -9.4% | +4.8% | -18.1% |
| All | +101.1% | +3.8% | +97.4% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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