+81.4%
AKAM vs IOVA
-92.6%
+174.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +2.8% | -3.5% | +6.3% | +2.9% |
| 30D | -6.9% | -45.4% | +38.5% | -5.8% |
| 3M | -31.8% | +19.0% | -50.9% | -32.4% |
| 6M | -47.0% | +112.0% | -159.0% | -48.4% |
| YTD | -2.1% | +184.2% | -186.4% | -5.6% |
| 1Y | -3.7% | +222.0% | -225.7% | -7.5% |
| 3Y | -23.0% | +92.6% | -115.6% | -26.2% |
| 5Y | -23.4% | -63.2% | +39.8% | -25.5% |
| 10Y | +30.5% | +2.1% | +28.4% | +24.5% |
| All | +81.4% | -92.6% | +174.0% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling