+101.1%
AKAM vs IWF
+422.7%
-321.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | +1.5% | -0.9% | +2.4% | +2.2% |
| 30D | -13.0% | -1.7% | -11.3% | -11.8% |
| 3M | -19.4% | +0.7% | -20.0% | -19.5% |
| 6M | +0.3% | +8.6% | -8.3% | -5.0% |
| YTD | +22.4% | +3.5% | +18.9% | +19.7% |
| 1Y | +34.8% | +7.0% | +27.8% | +28.5% |
| 3Y | +1.9% | +76.3% | -74.4% | -32.5% |
| 5Y | -4.6% | +74.8% | -79.3% | -37.5% |
| All | +101.1% | +422.7% | -321.6% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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