+19.4%
AKAM vs IRM
+19.5%
-0.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.7% |
| 7D | -12.4% | +2.6% | -15.0% | -13.6% |
| 30D | -20.4% | +5.6% | -26.1% | -22.8% |
| 3M | -30.3% | -4.7% | -25.6% | -28.5% |
| 6M | -18.8% | -6.1% | -12.7% | -15.9% |
| YTD | -1.5% | +46.3% | -47.8% | -14.3% |
| 1Y | +19.4% | +18.7% | +0.7% | +18.2% |
| All | +19.4% | +19.5% | -0.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling