-46.7%
CMCSA vs IEF
-9.3%
-37.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -1.9% | -1.5% | -0.4% | -1.5% |
| 3M | +6.4% | -1.7% | +8.1% | +6.9% |
| 6M | -16.9% | -3.5% | -13.4% | -16.2% |
| YTD | -6.8% | -2.6% | -4.1% | -6.1% |
| 1Y | -15.9% | -2.4% | -13.5% | -15.3% |
| 3Y | -33.4% | +8.9% | -42.4% | -34.9% |
| 5Y | -46.7% | -9.2% | -37.4% | -49.6% |
| All | -46.7% | -9.3% | -37.4% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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