+227.2%
IONQ vs AKAM
-23.7%
+250.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.4% | +11.7% | +10.1% |
| 7D | +25.5% | -7.4% | +32.8% | +31.2% |
| 30D | -11.4% | -24.9% | +13.5% | +3.5% |
| 3M | -20.5% | -27.4% | +6.9% | -6.5% |
| 6M | -28.2% | -45.6% | +17.4% | -3.0% |
| YTD | -21.2% | -8.0% | -13.3% | -25.7% |
| 1Y | -40.4% | -4.1% | -36.3% | -45.5% |
| 3Y | +214.7% | -26.9% | +241.6% | +223.0% |
| 5Y | +56.9% | -26.6% | +83.4% | +55.2% |
| All | +227.2% | -23.7% | +250.9% | +218.9% |
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