+201.9%
CMCSA vs IBKR
+1,318.9%
-1,117.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.6% |
| 7D | -5.6% | -3.8% | -1.8% | -4.5% |
| 30D | -1.9% | -0.3% | -1.6% | -2.1% |
| 3M | +6.4% | +4.8% | +1.7% | +3.7% |
| 6M | -16.9% | +30.8% | -47.7% | -25.1% |
| YTD | -6.8% | +39.5% | -46.2% | -18.2% |
| 1Y | -15.9% | +43.7% | -59.6% | -27.5% |
| 3Y | -33.4% | +284.7% | -318.1% | -60.6% |
| 5Y | -46.7% | +484.9% | -531.6% | -73.7% |
| 10Y | +7.0% | +980.8% | -973.8% | -60.9% |
| All | +201.9% | +1,318.9% | -1,117.0% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling