+2,583.6%
ICE vs AKAM
+400.6%
+2,183.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +3.6% | +2.8% | +0.8% | +2.7% |
| 30D | +15.1% | -6.9% | +22.0% | +16.6% |
| 3M | +15.4% | -31.8% | +47.2% | +26.8% |
| 6M | +16.1% | -47.0% | +63.1% | +35.9% |
| YTD | +11.4% | -2.1% | +13.5% | +3.3% |
| 1Y | +18.5% | -3.7% | +22.1% | +10.3% |
| 3Y | +70.5% | -23.0% | +93.6% | +63.1% |
| 5Y | +40.9% | -23.4% | +64.3% | +33.3% |
| 10Y | +260.6% | +30.5% | +230.1% | +165.0% |
| All | +2,583.6% | +400.6% | +2,183.0% | +788.4% |
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 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