-12.7%
CMCSA vs IEMG
+38.7%
-51.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.3% |
| 7D | -2.1% | +2.2% | -4.3% | -1.8% |
| 30D | +7.0% | +4.6% | +2.4% | +7.8% |
| 3M | +15.1% | +0.4% | +14.7% | +15.9% |
| 6M | -15.4% | +16.4% | -31.7% | -13.8% |
| YTD | -1.9% | +25.4% | -27.3% | -0.2% |
| 1Y | -12.7% | +38.3% | -51.0% | -10.1% |
| All | -12.7% | +38.7% | -51.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling