+233.2%
CMCSA vs IBN
+1,753.3%
-1,520.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.6% | +5.7% | -6.3% | -1.7% |
| 30D | +18.8% | +20.5% | -1.7% | +14.5% |
| 3M | -1.1% | +15.2% | -16.4% | -3.8% |
| 6M | +2.5% | +34.5% | -32.0% | -3.3% |
| YTD | -6.7% | +16.4% | -23.1% | -9.7% |
| 1Y | 0.0% | +13.5% | -13.6% | -2.8% |
| 3Y | -28.9% | +55.4% | -84.3% | -35.4% |
| 5Y | -41.1% | +73.1% | -114.2% | -48.0% |
| 10Y | +4.5% | +383.7% | -379.3% | -27.6% |
| All | +233.2% | +1,753.3% | -1,520.1% | +78.8% |
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