-2.3%
AKAM vs IOVA
-64.1%
+61.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.1% |
| 7D | +5.4% | -2.2% | +7.6% | +5.6% |
| 30D | -5.9% | +31.7% | -37.6% | -8.4% |
| 3M | -19.6% | +117.3% | -136.9% | -26.3% |
| 6M | +8.5% | +55.8% | -47.4% | +1.9% |
| YTD | +26.9% | +208.8% | -181.9% | +10.6% |
| 1Y | +41.7% | +255.7% | -214.0% | +20.7% |
| 3Y | +5.8% | +41.7% | -35.9% | -7.5% |
| 5Y | -2.3% | -64.9% | +62.6% | -12.7% |
| All | -2.3% | -64.1% | +61.8% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling