-33.8%
CMCSA vs IEFA
+64.1%
-97.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | -5.6% | -2.4% | -3.1% | -4.4% |
| 30D | -1.9% | -2.1% | +0.2% | -0.9% |
| 3M | +6.4% | +5.5% | +0.9% | +3.6% |
| 6M | -16.9% | +8.1% | -25.1% | -20.5% |
| YTD | -6.8% | +11.9% | -18.7% | -12.9% |
| 1Y | -15.9% | +18.1% | -34.0% | -24.1% |
| All | -33.8% | +64.1% | -97.8% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 3y: compounded portfolio wealth divided by compounded IEFA 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…
3y analysis · Full analysis span regression · 6 months rolling