+41.7%
ICE vs AKAM
-5.1%
+46.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | +4.0% | -13.0% | +17.0% | +5.9% |
| 3M | +13.7% | -19.4% | +33.1% | +16.6% |
| 6M | +0.9% | +0.3% | +0.6% | -1.8% |
| YTD | -2.1% | +22.4% | -24.5% | -9.5% |
| 1Y | -9.5% | +34.8% | -44.3% | -18.3% |
| 3Y | +42.1% | +1.9% | +40.1% | +32.7% |
| All | +41.7% | -5.1% | +46.9% | +40.9% |
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