+30.5%
AKAM vs IWD
+203.0%
-172.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | +2.8% | +2.3% | +0.5% | +1.0% |
| 30D | -6.9% | +3.6% | -10.5% | -9.3% |
| 3M | -31.8% | +2.2% | -34.0% | -32.9% |
| 6M | -47.0% | +13.0% | -60.0% | -51.7% |
| YTD | -2.1% | +26.5% | -28.6% | -17.8% |
| 1Y | -3.7% | +30.1% | -33.8% | -20.8% |
| 3Y | -23.0% | +84.9% | -107.9% | -49.9% |
| 5Y | -23.4% | +73.4% | -96.8% | -48.1% |
| All | +30.5% | +203.0% | -172.5% | -40.6% |
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