+66.0%
IWM vs AKAM
+1.6%
+64.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -2.3% | -4.5% | +2.2% | -1.7% |
| 3M | +4.0% | -25.6% | +29.5% | +9.0% |
| 6M | +17.9% | +5.7% | +12.2% | +13.2% |
| YTD | +20.2% | +21.0% | -0.8% | +9.8% |
| 1Y | +25.0% | +33.9% | -8.9% | +10.4% |
| 3Y | +66.0% | +0.9% | +65.1% | +42.7% |
| All | +66.0% | +1.6% | +64.4% | +42.7% |
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 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