+32.3%
AKAM vs IOVA
-0.9%
+33.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.5% | +0.4% |
| 7D | +11.2% | -1.4% | +12.6% | +11.3% |
| 30D | -13.4% | -47.4% | +34.0% | -9.1% |
| 3M | -29.5% | +13.2% | -42.7% | -31.6% |
| 6M | -42.1% | +114.3% | -156.4% | -48.1% |
| YTD | -0.8% | +179.5% | -180.3% | -14.5% |
| 1Y | -3.9% | +200.4% | -204.3% | -18.1% |
| 3Y | -21.9% | +92.2% | -114.0% | -35.1% |
| 5Y | -22.4% | -63.8% | +41.4% | -30.2% |
| All | +32.3% | -0.9% | +33.2% | -2.8% |
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