+9,788.4%
AKAM vs IEF
+128.5%
+9,659.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +4.5% |
| 7D | +5.4% | -0.3% | +5.7% | +5.0% |
| 30D | -5.9% | -0.6% | -5.3% | -6.5% |
| 3M | -19.6% | -1.0% | -18.6% | -20.5% |
| 6M | +8.5% | -3.1% | +11.5% | +4.4% |
| YTD | +26.9% | -1.9% | +28.8% | +23.8% |
| 1Y | +41.7% | -1.4% | +43.1% | +38.9% |
| 3Y | +5.8% | +9.8% | -4.0% | +17.9% |
| 5Y | -2.3% | -8.8% | +6.5% | -21.3% |
| 10Y | +111.0% | +4.7% | +106.3% | +122.8% |
| All | +9,788.4% | +128.5% | +9,659.9% | +86,767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling