+755.3%
IVV vs AKAM
+13.1%
+742.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.6% | -0.9% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | -3.7% | -21.7% | +18.1% | -0.6% |
| 3M | -2.7% | -28.8% | +26.1% | +1.4% |
| 6M | +2.2% | -43.3% | +45.6% | +9.5% |
| YTD | +10.9% | -4.1% | +15.0% | +8.6% |
| 1Y | +11.3% | -3.9% | +15.2% | +8.9% |
| 3Y | +76.9% | -24.4% | +101.3% | +76.5% |
| 5Y | +73.5% | -23.8% | +97.2% | +72.2% |
| 10Y | +307.4% | +26.4% | +281.0% | +272.3% |
| All | +755.3% | +13.1% | +742.2% | +436.6% |
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