+78.1%
IVV vs AKAM
-22.7%
+100.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +2.6% | +2.8% | -0.2% | +2.2% |
| 30D | -2.0% | -6.9% | +4.9% | -1.3% |
| 3M | -2.8% | -31.8% | +29.1% | +1.4% |
| 6M | +2.2% | -47.0% | +49.2% | +9.6% |
| YTD | +11.5% | -2.1% | +13.6% | +7.3% |
| 1Y | +13.5% | -3.7% | +17.2% | +9.5% |
| 3Y | +78.1% | -23.0% | +101.1% | +64.9% |
| All | +78.1% | -22.7% | +100.8% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling