+101.1%
AKAM vs IVZ
+65.9%
+35.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.5% | -2.4% | +3.9% | +2.1% |
| 30D | -13.0% | +3.0% | -16.1% | -13.7% |
| 3M | -19.4% | +14.9% | -34.2% | -22.3% |
| 6M | +0.3% | +36.7% | -36.4% | -7.4% |
| YTD | +22.4% | +25.7% | -3.3% | +15.0% |
| 1Y | +34.8% | +47.7% | -12.9% | +21.5% |
| 3Y | +1.9% | +138.8% | -136.9% | -19.5% |
| 5Y | -4.6% | +62.1% | -66.7% | -20.2% |
| All | +101.1% | +65.9% | +35.3% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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