-4.3%
AKAM vs IWF
+71.2%
-75.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -2.6% |
| 7D | +0.6% | -1.7% | +2.3% | +1.8% |
| 30D | -8.2% | -1.8% | -6.3% | -6.8% |
| 3M | -17.6% | +1.5% | -19.0% | -18.1% |
| 6M | +2.5% | +7.7% | -5.2% | -2.0% |
| YTD | +22.8% | +2.7% | +20.1% | +21.0% |
| 1Y | +39.6% | +6.8% | +32.8% | +33.8% |
| 3Y | +2.3% | +76.9% | -74.5% | -29.8% |
| 5Y | -4.3% | +73.4% | -77.7% | -37.0% |
| All | -4.3% | +71.2% | -75.5% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling