+1,428.5%
IBKR vs AKAM
+138.5%
+1,290.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | +1.5% | -2.8% | -1.8% |
| 30D | -0.2% | -13.0% | +12.8% | +3.4% |
| 3M | +3.0% | -19.4% | +22.3% | +8.1% |
| 6M | +33.9% | +0.3% | +33.6% | +29.6% |
| YTD | +42.5% | +22.4% | +20.1% | +29.2% |
| 1Y | +44.9% | +34.8% | +10.0% | +27.2% |
| 3Y | +293.0% | +1.9% | +291.1% | +263.2% |
| 5Y | +497.7% | -4.6% | +502.2% | +455.0% |
| 10Y | +1,004.4% | +103.4% | +901.0% | +686.4% |
| All | +1,428.5% | +138.5% | +1,290.1% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling