-33.7%
CMCSA vs IBKR
+291.8%
-325.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -4.9% | -1.3% | -3.5% | -4.8% |
| 30D | -1.1% | -0.2% | -0.8% | -1.1% |
| 3M | +6.6% | +3.0% | +3.6% | +6.1% |
| 6M | -15.5% | +33.9% | -49.3% | -18.1% |
| YTD | -6.7% | +42.5% | -49.2% | -10.6% |
| 1Y | -15.6% | +44.9% | -60.5% | -19.6% |
| 3Y | -33.7% | +293.0% | -326.7% | -42.3% |
| All | -33.7% | +291.8% | -325.5% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling