+2,263.8%
ICE vs AKAM
+519.1%
+1,744.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +5.0% | -4.5% | +9.4% | +6.0% |
| 3M | +13.9% | -25.6% | +39.4% | +22.9% |
| 6M | -4.4% | +5.7% | -10.1% | -10.5% |
| YTD | -1.9% | +21.0% | -23.0% | -13.1% |
| 1Y | -8.1% | +33.9% | -42.0% | -21.8% |
| 3Y | +42.5% | +0.9% | +41.6% | +27.5% |
| 5Y | +40.6% | -6.9% | +47.5% | +27.5% |
| 10Y | +217.1% | +97.4% | +119.7% | +105.9% |
| All | +2,263.8% | +519.1% | +1,744.8% | +647.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling