+250.5%
CMCSA vs IBN
+1,532.9%
-1,282.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | +7.0% | -0.3% | +7.4% | +7.1% |
| 3M | +15.1% | +17.1% | -2.0% | +11.6% |
| 6M | -15.4% | +3.4% | -18.7% | -16.0% |
| YTD | -1.9% | +2.5% | -4.4% | -2.7% |
| 1Y | -12.7% | -4.2% | -8.6% | -12.4% |
| 3Y | -31.0% | +32.4% | -63.4% | -35.3% |
| 5Y | -46.1% | +59.2% | -105.3% | -51.7% |
| 10Y | +10.8% | +345.7% | -334.8% | -22.2% |
| All | +250.5% | +1,532.9% | -1,282.4% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling