+19.4%
AKAM vs IOVA
+362.8%
-343.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -12.4% | -41.3% | +28.9% | -11.3% |
| 30D | -20.4% | -38.5% | +18.1% | -19.5% |
| 3M | -30.3% | +99.5% | -129.9% | -33.2% |
| 6M | -18.8% | +126.0% | -144.7% | -23.2% |
| YTD | -1.5% | +218.7% | -220.2% | -10.2% |
| 1Y | +19.4% | +378.0% | -358.6% | +6.3% |
| All | +19.4% | +362.8% | -343.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling