+758.4%
IVV vs AKAM
+8.5%
+749.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +2.8% |
| 7D | +0.1% | -7.4% | +7.5% | +1.1% |
| 30D | -3.3% | -24.9% | +21.6% | +0.4% |
| 3M | -2.4% | -27.4% | +25.0% | +1.5% |
| 6M | +2.6% | -45.6% | +48.2% | +10.5% |
| YTD | +11.3% | -8.0% | +19.3% | +9.7% |
| 1Y | +13.4% | -4.1% | +17.6% | +11.1% |
| 3Y | +80.3% | -26.9% | +107.2% | +80.8% |
| 5Y | +72.7% | -26.6% | +99.3% | +72.4% |
| 10Y | +309.6% | +20.7% | +289.0% | +276.8% |
| All | +758.4% | +8.5% | +749.9% | +441.7% |
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 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