+70.5%
ICE vs AKAM
-22.7%
+93.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | +3.6% | +2.8% | +0.8% | +3.5% |
| 30D | +15.1% | -6.9% | +22.0% | +15.3% |
| 3M | +15.4% | -31.8% | +47.2% | +17.5% |
| 6M | +16.1% | -47.0% | +63.1% | +20.1% |
| YTD | +11.4% | -2.1% | +13.5% | +8.1% |
| 1Y | +18.5% | -3.7% | +22.1% | +15.2% |
| 3Y | +70.5% | -23.0% | +93.6% | +58.3% |
| All | +70.5% | -22.7% | +93.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling