-21.9%
AKAM vs IOVA
+107.4%
-129.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +0.9% | -7.0% | +7.9% | +1.6% |
| 30D | -14.7% | -44.4% | +29.7% | -10.8% |
| 3M | -25.7% | +24.7% | -50.4% | -29.0% |
| 6M | -43.4% | +118.6% | -162.0% | -50.1% |
| YTD | -0.7% | +196.3% | -197.0% | -17.2% |
| 1Y | -4.3% | +205.3% | -209.6% | -20.9% |
| All | -21.9% | +107.4% | -129.3% | -32.5% |
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