-23.4%
AKAM vs IWD
+78.7%
-102.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.2% |
| 7D | -10.4% | -0.5% | -9.9% | -9.7% |
| 30D | -20.6% | +2.7% | -23.2% | -22.9% |
| 3M | -29.9% | +0.9% | -30.8% | -30.5% |
| 6M | -31.9% | +10.5% | -42.4% | -39.6% |
| YTD | -4.8% | +23.7% | -28.5% | -26.4% |
| 1Y | +13.8% | +28.7% | -14.9% | -16.3% |
| 3Y | -23.4% | +79.7% | -103.1% | -54.6% |
| All | -23.4% | +78.7% | -102.1% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling