-23.0%
AKAM vs IRM
+112.1%
-135.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +2.8% | +6.8% | -4.0% | -0.2% |
| 30D | -6.9% | +2.6% | -9.5% | -7.7% |
| 3M | -31.8% | -9.5% | -22.4% | -28.9% |
| 6M | -47.0% | -8.5% | -38.5% | -45.0% |
| YTD | -2.1% | +40.3% | -42.4% | -11.7% |
| 1Y | -3.7% | +28.7% | -32.4% | -10.9% |
| 3Y | -23.0% | +111.8% | -134.9% | -39.9% |
| All | -23.0% | +112.1% | -135.1% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling