+808.3%
IWM vs AKAM
+64.4%
+743.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | -1.3% | -13.9% | +12.7% | +1.1% |
| 3M | +1.6% | -33.8% | +35.4% | +8.4% |
| 6M | +13.6% | +2.2% | +11.4% | +10.8% |
| YTD | +20.8% | +20.6% | +0.2% | +13.8% |
| 1Y | +26.4% | +36.3% | -9.9% | +16.2% |
| 3Y | +60.7% | -0.1% | +60.8% | +54.1% |
| 5Y | +38.2% | -7.5% | +45.7% | +33.7% |
| 10Y | +169.5% | +90.2% | +79.3% | +125.7% |
| All | +808.3% | +64.4% | +743.9% | +413.2% |
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