-27.3%
AKAM vs IRM
+3,634.7%
-3,661.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.7% |
| 7D | -0.8% | +1.6% | -2.4% | -1.6% |
| 30D | -4.5% | -4.2% | -0.3% | -2.5% |
| 3M | -25.6% | -5.4% | -20.2% | -23.8% |
| 6M | +5.7% | +12.0% | -6.3% | 0.0% |
| YTD | +21.0% | +42.0% | -21.0% | +2.1% |
| 1Y | +33.9% | +29.9% | +4.0% | +16.9% |
| 3Y | +0.9% | +104.4% | -103.5% | -31.7% |
| 5Y | -6.9% | +191.0% | -197.9% | -48.7% |
| 10Y | +97.4% | +417.1% | -319.7% | -26.7% |
| All | -27.3% | +3,634.7% | -3,661.9% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling