+144.3%
IEMG vs AKAM
+200.3%
-56.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.5% |
| 7D | +1.6% | +5.4% | -3.8% | +0.5% |
| 30D | +4.6% | -5.9% | +10.5% | +5.8% |
| 3M | +4.8% | -19.6% | +24.5% | +8.9% |
| 6M | +16.8% | +8.5% | +8.4% | +12.5% |
| YTD | +24.8% | +26.9% | -2.1% | +15.1% |
| 1Y | +34.3% | +41.7% | -7.4% | +20.2% |
| 3Y | +87.0% | +5.8% | +81.2% | +74.4% |
| 5Y | +49.9% | -2.3% | +52.3% | +40.6% |
| 10Y | +144.8% | +111.0% | +33.8% | +85.6% |
| All | +144.3% | +200.3% | -56.0% | +74.2% |
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