+9.1%
AKAM vs IRE
-97.2%
+106.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +39.6% | -32.8% | +3.8% |
| 7D | -10.4% | -27.2% | +16.8% | -9.5% |
| 30D | -20.6% | -75.1% | +54.6% | -14.8% |
| 3M | -29.9% | -77.9% | +48.0% | -25.1% |
| 6M | -31.9% | -94.6% | +62.7% | -24.6% |
| YTD | -4.8% | -91.5% | +86.8% | +4.4% |
| 1Y | +13.8% | -97.8% | +111.7% | +23.0% |
| All | +9.1% | -97.2% | +106.4% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling