+304.7%
IONQ vs AKAM
-6.8%
+311.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +7.1% | -0.8% | +7.9% | +7.6% |
| 30D | -8.9% | -4.5% | -4.5% | -6.7% |
| 3M | -35.6% | -25.6% | -10.0% | -25.1% |
| 6M | +13.3% | +5.7% | +7.5% | +2.6% |
| YTD | -9.8% | +21.0% | -30.8% | -27.6% |
| 1Y | -1.3% | +33.9% | -35.2% | -27.5% |
| 3Y | +109.3% | +0.9% | +108.4% | +76.5% |
| 5Y | +304.7% | -6.9% | +311.6% | +288.4% |
| All | +304.7% | -6.8% | +311.5% | +288.4% |
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