+45.7%
IONQ vs AKAM
-21.8%
+67.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -5.7% |
| 7D | -11.5% | +2.8% | -14.2% | -13.1% |
| 30D | -8.1% | -6.9% | -1.2% | -4.2% |
| 3M | -35.8% | -31.8% | -4.0% | -21.3% |
| 6M | -47.7% | -47.0% | -0.7% | -27.4% |
| YTD | -35.6% | -2.1% | -33.5% | -42.4% |
| 1Y | -36.4% | -3.7% | -32.7% | -42.6% |
| 3Y | +150.0% | -23.0% | +173.1% | +148.9% |
| All | +45.7% | -21.8% | +67.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling