+953.6%
IGV vs AKAM
+1,257.5%
-303.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | 0.0% | -4.5% | +4.4% | +1.0% |
| 3M | +7.3% | -25.6% | +32.9% | +14.4% |
| 6M | +16.7% | +5.7% | +11.0% | +11.9% |
| YTD | -2.8% | +21.0% | -23.9% | -10.6% |
| 1Y | -6.7% | +33.9% | -40.6% | -16.6% |
| 3Y | +41.1% | +0.9% | +40.2% | +32.7% |
| 5Y | +22.0% | -6.9% | +28.9% | +16.8% |
| 10Y | +357.9% | +97.4% | +260.5% | +261.0% |
| All | +953.6% | +1,257.5% | -303.9% | +317.9% |
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 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