+78.7%
AKAM vs IJH
+1,045.0%
-966.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -2.1% |
| 7D | +0.6% | -2.5% | +3.1% | +3.7% |
| 30D | -8.2% | -5.0% | -3.1% | -2.1% |
| 3M | -17.6% | +0.5% | -18.1% | -18.2% |
| 6M | +2.5% | +8.2% | -5.7% | -6.8% |
| YTD | +22.8% | +12.4% | +10.3% | +6.0% |
| 1Y | +39.6% | +14.4% | +25.2% | +17.9% |
| 3Y | +2.3% | +49.5% | -47.2% | -39.1% |
| 5Y | -4.3% | +47.8% | -52.1% | -45.4% |
| 10Y | +104.1% | +180.4% | -76.3% | -62.6% |
| All | +78.7% | +1,045.0% | -966.3% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling