+5.7%
AKAM vs IOVA
+41.0%
-35.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.2% |
| 7D | +5.4% | -2.2% | +7.6% | +5.6% |
| 30D | -5.9% | +31.7% | -37.6% | -8.7% |
| 3M | -19.6% | +117.3% | -136.9% | -27.2% |
| 6M | +8.5% | +55.8% | -47.4% | +1.1% |
| YTD | +26.9% | +208.8% | -181.9% | +8.1% |
| 1Y | +41.7% | +255.7% | -214.0% | +17.5% |
| All | +5.7% | +41.0% | -35.2% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling