+101.1%
AKAM vs IRM
+440.8%
-339.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.0% |
| 7D | +1.5% | -1.4% | +2.9% | +2.0% |
| 30D | -13.0% | -7.4% | -5.6% | -10.8% |
| 3M | -19.4% | -7.4% | -12.0% | -17.5% |
| 6M | +0.3% | +8.7% | -8.4% | -2.2% |
| YTD | +22.4% | +40.9% | -18.5% | +10.2% |
| 1Y | +34.8% | +20.5% | +14.3% | +26.9% |
| 3Y | +1.9% | +101.7% | -99.8% | -19.7% |
| 5Y | -4.6% | +197.7% | -202.3% | -34.0% |
| All | +101.1% | +440.8% | -339.6% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling