+6.1%
CMCSA vs IBKR
+1,011.6%
-1,005.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -4.9% | -1.3% | -3.5% | -4.6% |
| 30D | -1.1% | -0.2% | -0.8% | -1.2% |
| 3M | +6.6% | +3.0% | +3.6% | +5.1% |
| 6M | -15.5% | +33.9% | -49.3% | -21.9% |
| YTD | -6.7% | +42.5% | -49.2% | -15.5% |
| 1Y | -15.6% | +44.9% | -60.5% | -24.4% |
| 3Y | -33.7% | +293.0% | -326.7% | -56.0% |
| 5Y | -46.6% | +497.7% | -544.3% | -69.6% |
| All | +6.1% | +1,011.6% | -1,005.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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