+10.2%
CMCSA vs IBB
+122.6%
-112.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.8% |
| 30D | +3.8% | +4.9% | -1.0% | +1.4% |
| 3M | +12.3% | +24.2% | -11.9% | +1.5% |
| 6M | -15.4% | +23.8% | -39.2% | -23.8% |
| YTD | -2.5% | +23.0% | -25.4% | -12.1% |
| 1Y | -13.4% | +46.2% | -59.5% | -28.2% |
| 3Y | -30.4% | +64.8% | -95.2% | -46.2% |
| 5Y | -45.0% | +20.9% | -65.9% | -51.7% |
| 10Y | +10.2% | +121.6% | -111.4% | -27.2% |
| All | +10.2% | +122.6% | -112.5% | -27.2% |
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