-27.3%
AKAM vs IVZ
+331.2%
-358.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.4% |
| 7D | -0.8% | +1.1% | -1.9% | -1.4% |
| 30D | -4.5% | +3.1% | -7.6% | -5.8% |
| 3M | -25.6% | +18.2% | -43.7% | -31.6% |
| 6M | +5.7% | +38.6% | -32.9% | -10.0% |
| YTD | +21.0% | +25.9% | -4.9% | +7.0% |
| 1Y | +33.9% | +51.7% | -17.8% | +7.7% |
| 3Y | +0.9% | +138.7% | -137.8% | -37.7% |
| 5Y | -6.9% | +62.8% | -69.6% | -35.1% |
| 10Y | +97.4% | +60.9% | +36.5% | +11.5% |
| All | -27.3% | +331.2% | -358.5% | -75.9% |
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