-48.2%
CMCSA vs IAG
+804.8%
-853.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.7% |
| 7D | -8.3% | +1.7% | -10.0% | -8.3% |
| 30D | -2.4% | +11.4% | -13.9% | -2.7% |
| 3M | +4.5% | +33.0% | -28.5% | +3.7% |
| 6M | -18.8% | -6.0% | -12.8% | -18.7% |
| YTD | -8.9% | +24.6% | -33.5% | -9.8% |
| 1Y | -18.3% | +105.0% | -123.3% | -20.4% |
| 3Y | -35.0% | +837.9% | -872.9% | -40.9% |
| 5Y | -48.2% | +817.0% | -865.1% | -54.4% |
| All | -48.2% | +804.8% | -853.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling