+68.2%
IVV vs AKAM
-22.7%
+90.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | -0.9% |
| 7D | -2.7% | -10.4% | +7.7% | -0.9% |
| 30D | -5.4% | -20.6% | +15.2% | -1.7% |
| 3M | -4.1% | -29.9% | +25.9% | +1.5% |
| 6M | +0.7% | -31.9% | +32.6% | +5.8% |
| YTD | +8.7% | -4.8% | +13.5% | +3.1% |
| 1Y | +11.0% | +13.8% | -2.8% | -0.5% |
| 3Y | +75.4% | -23.4% | +98.8% | +70.4% |
| All | +68.2% | -22.7% | +90.8% | +59.8% |
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