+699.9%
IYR vs AKAM
+20.2%
+679.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -2.5% | -4.5% | +1.9% | -2.1% |
| 3M | +1.5% | -25.6% | +27.0% | +4.6% |
| 6M | +3.9% | +5.7% | -1.9% | +1.5% |
| YTD | +9.5% | +21.0% | -11.5% | +4.8% |
| 1Y | +7.5% | +33.9% | -26.4% | +1.4% |
| 3Y | +30.8% | +0.9% | +29.9% | +26.2% |
| 5Y | +4.8% | -6.9% | +11.7% | +1.7% |
| 10Y | +64.3% | +97.4% | -33.1% | +43.5% |
| All | +699.9% | +20.2% | +679.7% | +445.5% |
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