-48.2%
CMCSA vs IBN
+54.0%
-102.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.2% |
| 7D | -8.3% | -5.1% | -3.2% | -7.1% |
| 30D | -2.4% | -3.5% | +1.1% | -1.6% |
| 3M | +4.5% | +11.3% | -6.8% | +1.9% |
| 6M | -18.8% | +4.4% | -23.2% | -19.7% |
| YTD | -8.9% | -1.8% | -7.1% | -8.8% |
| 1Y | -18.3% | -8.0% | -10.3% | -17.0% |
| 3Y | -35.0% | +27.1% | -62.0% | -40.0% |
| 5Y | -48.2% | +54.5% | -102.6% | -55.3% |
| All | -48.2% | +54.0% | -102.2% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling