+76.2%
AKAM vs IWF
+724.4%
-648.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.8% |
| 7D | -0.8% | +1.5% | -2.3% | -2.8% |
| 30D | -4.5% | -1.3% | -3.2% | -2.6% |
| 3M | -25.6% | +0.1% | -25.7% | -25.5% |
| 6M | +5.7% | +10.3% | -4.5% | -7.7% |
| YTD | +21.0% | +4.2% | +16.9% | +13.7% |
| 1Y | +33.9% | +9.3% | +24.6% | +16.7% |
| 3Y | +0.9% | +79.3% | -78.5% | -58.6% |
| 5Y | -6.9% | +73.8% | -80.6% | -63.6% |
| 10Y | +97.4% | +410.9% | -313.5% | -89.4% |
| All | +76.2% | +724.4% | -648.2% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling