+75.5%
AKAM vs IWD
+726.5%
-651.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.4% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | -13.9% | +0.6% | -14.5% | -14.6% |
| 3M | -33.8% | +7.2% | -41.0% | -39.4% |
| 6M | +2.2% | +16.2% | -14.0% | -14.8% |
| YTD | +20.6% | +23.3% | -2.7% | -6.8% |
| 1Y | +36.3% | +29.6% | +6.7% | -0.6% |
| 3Y | -0.1% | +70.5% | -70.6% | -47.8% |
| 5Y | -7.5% | +73.5% | -81.0% | -53.5% |
| 10Y | +90.2% | +198.3% | -108.1% | -58.6% |
| All | +75.5% | +726.5% | -651.0% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling