+12.4%
IYR vs AKAM
+16.2%
-3.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | +6.9% | -12.4% | +19.3% | +7.1% |
| 30D | +10.2% | -20.4% | +30.7% | +10.5% |
| 3M | -0.3% | -30.3% | +30.0% | 0.0% |
| 6M | +3.6% | -18.8% | +22.4% | +3.4% |
| YTD | +12.5% | -1.5% | +14.0% | +9.7% |
| 1Y | +12.4% | +19.4% | -6.9% | +6.7% |
| All | +12.4% | +16.2% | -3.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling