+12.2%
AKAM vs IRE
-98.1%
+110.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.4% | +13.0% | -0.3% |
| 7D | +2.8% | -31.8% | +34.6% | +5.3% |
| 30D | -6.9% | -71.8% | +64.9% | -0.7% |
| 3M | -31.8% | -88.9% | +57.1% | -23.8% |
| 6M | -47.0% | -95.4% | +48.4% | -40.3% |
| YTD | -2.1% | -94.2% | +92.1% | +10.0% |
| 1Y | -3.7% | -97.1% | +93.4% | +7.9% |
| All | +12.2% | -98.1% | +110.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling