+34.0%
AKAM vs IWD
+745.6%
-711.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -5.8% |
| 7D | -7.4% | +1.3% | -8.6% | -8.8% |
| 30D | -24.9% | +3.6% | -28.5% | -28.1% |
| 3M | -27.4% | +2.3% | -29.7% | -29.3% |
| 6M | -45.6% | +13.0% | -58.7% | -53.2% |
| YTD | -8.0% | +26.2% | -34.2% | -30.7% |
| 1Y | -4.1% | +30.5% | -34.6% | -30.7% |
| 3Y | -26.9% | +86.2% | -113.1% | -65.6% |
| 5Y | -26.6% | +72.9% | -99.4% | -62.8% |
| 10Y | +20.7% | +205.0% | -184.3% | -74.4% |
| All | +34.0% | +745.6% | -711.6% | -93.8% |
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 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