+322.1%
IVV vs AKAM
+108.8%
+213.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.5% |
| 7D | -0.4% | +5.4% | -5.7% | -1.6% |
| 30D | -1.4% | -5.9% | +4.5% | -0.2% |
| 3M | +3.7% | -19.6% | +23.3% | +8.2% |
| 6M | +13.0% | +8.5% | +4.6% | +7.2% |
| YTD | +12.4% | +26.9% | -14.5% | +1.0% |
| 1Y | +18.6% | +41.7% | -23.1% | +2.6% |
| 3Y | +78.1% | +5.8% | +72.3% | +62.3% |
| 5Y | +82.3% | -2.3% | +84.6% | +67.4% |
| 10Y | +322.1% | +111.0% | +211.2% | +218.7% |
| All | +322.1% | +108.8% | +213.3% | +218.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling