+101.1%
AKAM vs IJR
+172.1%
-70.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.5% | -2.2% | +3.7% | +2.7% |
| 30D | -13.0% | -4.6% | -8.4% | -10.8% |
| 3M | -19.4% | +0.2% | -19.6% | -19.5% |
| 6M | +0.3% | +14.7% | -14.4% | -6.6% |
| YTD | +22.4% | +18.9% | +3.5% | +11.6% |
| 1Y | +34.8% | +19.9% | +14.9% | +22.4% |
| 3Y | +1.9% | +53.0% | -51.1% | -18.0% |
| 5Y | -4.6% | +40.9% | -45.5% | -21.1% |
| All | +101.1% | +172.1% | -70.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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