+40.9%
ICE vs AKAM
-21.8%
+62.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +3.6% | +2.8% | +0.8% | +3.3% |
| 30D | +15.1% | -6.9% | +22.0% | +15.7% |
| 3M | +15.4% | -31.8% | +47.2% | +20.4% |
| 6M | +16.1% | -47.0% | +63.1% | +25.2% |
| YTD | +11.4% | -2.1% | +13.5% | +5.2% |
| 1Y | +18.5% | -3.7% | +22.1% | +12.2% |
| 3Y | +70.5% | -23.0% | +93.6% | +66.7% |
| All | +40.9% | -21.8% | +62.8% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling