+101.1%
AKAM vs IOVA
+9.7%
+91.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.8% |
| 7D | +1.5% | -2.2% | +3.7% | +1.7% |
| 30D | -13.0% | +27.6% | -40.6% | -15.2% |
| 3M | -19.4% | +117.2% | -136.6% | -26.3% |
| 6M | +0.3% | +77.7% | -77.4% | -7.2% |
| YTD | +22.4% | +215.0% | -192.6% | +6.1% |
| 1Y | +34.8% | +255.4% | -220.5% | +14.5% |
| 3Y | +1.9% | +42.6% | -40.7% | -12.3% |
| 5Y | -4.6% | -62.2% | +57.6% | -13.3% |
| All | +101.1% | +9.7% | +91.5% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling