+39.6%
AKAM vs IOVA
+244.9%
-205.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.2% | -3.1% |
| 7D | +0.6% | -6.4% | +7.0% | +0.9% |
| 30D | -8.2% | +25.4% | -33.6% | -9.5% |
| 3M | -17.6% | +115.3% | -132.9% | -22.6% |
| 6M | +2.5% | +56.5% | -54.0% | -1.5% |
| YTD | +22.8% | +198.2% | -175.4% | +9.5% |
| 1Y | +39.6% | +242.0% | -202.4% | +24.9% |
| All | +39.6% | +244.9% | -205.3% | +24.9% |
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