+8.2%
CMCSA vs IBB
+139.6%
-131.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.7% |
| 7D | +2.7% | +2.7% | 0.0% | +1.4% |
| 30D | +18.6% | +6.3% | +12.3% | +15.2% |
| 3M | -1.8% | +11.1% | -12.9% | -7.0% |
| 6M | -0.7% | +29.2% | -29.9% | -12.5% |
| YTD | -7.8% | +30.2% | -38.0% | -19.5% |
| 1Y | +0.7% | +39.5% | -38.8% | -15.0% |
| 3Y | -28.0% | +92.3% | -120.3% | -48.8% |
| 5Y | -42.1% | +43.0% | -85.1% | -53.2% |
| 10Y | +8.2% | +137.1% | -128.9% | -31.9% |
| All | +8.2% | +139.6% | -131.5% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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