+126.0%
IONQ vs AKAM
+1.1%
+124.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.8% | -2.1% | +2.9% | +1.7% |
| 30D | -1.0% | -13.9% | +12.9% | +4.8% |
| 3M | -39.8% | -33.8% | -6.0% | -29.3% |
| 6M | +6.4% | +2.2% | +4.3% | +2.1% |
| YTD | -11.9% | +20.6% | -32.5% | -23.6% |
| 1Y | -6.2% | +36.3% | -42.5% | -24.7% |
| All | +126.0% | +1.1% | +124.9% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling