+356.3%
IGV vs AKAM
+104.5%
+251.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | +0.5% |
| 7D | -5.4% | +0.6% | -6.0% | -5.6% |
| 30D | -2.6% | -8.2% | +5.6% | -0.1% |
| 3M | +10.5% | -17.6% | +28.1% | +16.6% |
| 6M | +18.2% | +2.5% | +15.7% | +11.3% |
| YTD | -4.2% | +22.8% | -27.0% | -17.2% |
| 1Y | -9.8% | +39.6% | -49.4% | -26.7% |
| 3Y | +39.1% | +2.3% | +36.8% | +23.4% |
| 5Y | +21.2% | -4.3% | +25.5% | +9.3% |
| All | +356.3% | +104.5% | +251.8% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling