+309.6%
IVV vs AKAM
+23.5%
+286.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +3.1% |
| 7D | +0.1% | -7.4% | +7.5% | +1.7% |
| 30D | -3.3% | -24.9% | +21.6% | +2.7% |
| 3M | -2.4% | -27.4% | +25.0% | +3.8% |
| 6M | +2.6% | -45.6% | +48.2% | +15.8% |
| YTD | +11.3% | -8.0% | +19.3% | +6.3% |
| 1Y | +13.4% | -4.1% | +17.6% | +6.9% |
| 3Y | +80.3% | -26.9% | +107.2% | +77.6% |
| 5Y | +72.7% | -26.6% | +99.3% | +67.2% |
| 10Y | +309.6% | +20.7% | +289.0% | +237.3% |
| All | +309.6% | +23.5% | +286.1% | +237.3% |
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 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