+26.4%
AKAM vs IWD
+203.8%
-177.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.3% |
| 7D | -3.3% | +1.6% | -4.8% | -4.4% |
| 30D | -21.7% | +3.6% | -25.3% | -23.8% |
| 3M | -28.8% | +2.0% | -30.9% | -29.9% |
| 6M | -43.3% | +13.1% | -56.4% | -48.3% |
| YTD | -4.1% | +26.2% | -30.3% | -19.3% |
| 1Y | -3.9% | +29.6% | -33.5% | -20.8% |
| 3Y | -24.4% | +84.3% | -108.7% | -50.7% |
| 5Y | -23.8% | +73.4% | -97.2% | -48.3% |
| 10Y | +26.4% | +202.4% | -176.0% | -42.4% |
| All | +26.4% | +203.8% | -177.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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