+111.0%
AKAM vs IWD
+195.0%
-84.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.4% | +5.3% |
| 7D | +5.4% | -1.2% | +6.6% | +6.3% |
| 30D | -5.9% | -1.6% | -4.2% | -4.7% |
| 3M | -19.6% | +7.0% | -26.6% | -23.8% |
| 6M | +8.5% | +17.0% | -8.5% | -3.4% |
| YTD | +26.9% | +21.6% | +5.3% | +9.6% |
| 1Y | +41.7% | +28.0% | +13.7% | +18.0% |
| 3Y | +5.8% | +70.6% | -64.8% | -27.2% |
| 5Y | -2.3% | +73.3% | -75.7% | -33.5% |
| 10Y | +111.0% | +200.5% | -89.6% | -0.8% |
| All | +111.0% | +195.0% | -84.1% | -0.8% |
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