+30.5%
AKAM vs IRM
+520.0%
-489.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +2.8% | +6.8% | -4.0% | +0.4% |
| 30D | -6.9% | +2.6% | -9.5% | -7.6% |
| 3M | -31.8% | -9.5% | -22.4% | -29.4% |
| 6M | -47.0% | -8.5% | -38.5% | -45.3% |
| YTD | -2.1% | +40.3% | -42.4% | -11.8% |
| 1Y | -3.7% | +28.7% | -32.4% | -11.0% |
| 3Y | -23.0% | +111.8% | -134.9% | -40.5% |
| 5Y | -23.4% | +189.1% | -212.5% | -47.0% |
| All | +30.5% | +520.0% | -489.5% | -31.4% |
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