+6.1%
CMCSA vs IAG
+427.6%
-421.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -4.9% | -1.1% | -3.8% | -4.9% |
| 30D | -1.1% | +12.1% | -13.2% | -1.3% |
| 3M | +6.6% | +25.5% | -19.0% | +6.0% |
| 6M | -15.5% | -7.1% | -8.4% | -15.5% |
| YTD | -6.7% | +22.9% | -29.5% | -7.3% |
| 1Y | -15.6% | +83.3% | -98.9% | -17.0% |
| 3Y | -33.7% | +808.5% | -842.2% | -37.8% |
| 5Y | -46.6% | +838.0% | -884.6% | -50.6% |
| All | +6.1% | +427.6% | -421.5% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling