+990.2%
IBKR vs AKAM
+103.9%
+886.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | -0.2% | -13.0% | +12.8% | +3.0% |
| 3M | +3.0% | -19.4% | +22.3% | +7.5% |
| 6M | +33.9% | +0.3% | +33.6% | +30.0% |
| YTD | +42.5% | +22.4% | +20.1% | +30.0% |
| 1Y | +44.9% | +34.8% | +10.0% | +28.2% |
| 3Y | +293.0% | +1.9% | +291.1% | +262.9% |
| 5Y | +497.7% | -4.6% | +502.2% | +453.1% |
| All | +990.2% | +103.9% | +886.3% | +685.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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