+1.9%
AKAM vs IFF
+29.0%
-27.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | -3.2% | +4.7% | +2.5% |
| 30D | -13.0% | -0.3% | -12.7% | -13.1% |
| 3M | -19.4% | +8.4% | -27.8% | -22.2% |
| 6M | +0.3% | +23.0% | -22.7% | -7.7% |
| YTD | +22.4% | +25.5% | -3.1% | +12.0% |
| 1Y | +34.8% | +29.1% | +5.8% | +21.9% |
| 3Y | +1.9% | +31.7% | -29.7% | -11.7% |
| All | +1.9% | +29.0% | -27.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling