+101.1%
AKAM vs IJH
+184.0%
-82.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +1.5% | -1.9% | +3.4% | +2.6% |
| 30D | -13.0% | -4.6% | -8.4% | -10.4% |
| 3M | -19.4% | -1.2% | -18.2% | -18.8% |
| 6M | +0.3% | +9.4% | -9.1% | -4.7% |
| YTD | +22.4% | +13.3% | +9.1% | +13.7% |
| 1Y | +34.8% | +13.4% | +21.5% | +25.3% |
| 3Y | +1.9% | +50.4% | -48.5% | -18.8% |
| 5Y | -4.6% | +49.0% | -53.5% | -24.3% |
| All | +101.1% | +184.0% | -82.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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