-41.2%
AKAM vs IVZ
+288.6%
-329.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.5% |
| 7D | +2.8% | +7.6% | -4.8% | -1.1% |
| 30D | -6.9% | +4.3% | -11.2% | -8.9% |
| 3M | -31.8% | -9.3% | -22.5% | -28.7% |
| 6M | -47.0% | +5.2% | -52.3% | -48.6% |
| YTD | -2.1% | +13.4% | -15.6% | -9.1% |
| 1Y | -3.7% | +25.4% | -29.1% | -15.1% |
| 3Y | -23.0% | +152.5% | -175.5% | -53.6% |
| 5Y | -23.4% | +36.7% | -60.1% | -41.5% |
| 10Y | +30.5% | +45.0% | -14.5% | -22.3% |
| All | -41.2% | +288.6% | -329.7% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling