+2.3%
AKAM vs IWF
+75.5%
-73.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -2.6% |
| 7D | +0.6% | -1.7% | +2.3% | +1.9% |
| 30D | -8.2% | -1.8% | -6.3% | -6.7% |
| 3M | -17.6% | +1.5% | -19.0% | -18.2% |
| 6M | +2.5% | +7.7% | -5.2% | -2.1% |
| YTD | +22.8% | +2.7% | +20.1% | +21.1% |
| 1Y | +39.6% | +6.8% | +32.8% | +33.5% |
| All | +2.3% | +75.5% | -73.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling