+6.1%
CMCSA vs IEMG
+145.8%
-139.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -4.9% | -1.3% | -3.6% | -4.3% |
| 30D | -1.1% | +1.9% | -3.0% | -2.1% |
| 3M | +6.6% | +1.4% | +5.1% | +4.9% |
| 6M | -15.5% | +15.2% | -30.6% | -23.1% |
| YTD | -6.7% | +23.8% | -30.5% | -18.8% |
| 1Y | -15.6% | +30.7% | -46.3% | -29.0% |
| 3Y | -33.7% | +83.3% | -117.0% | -54.9% |
| 5Y | -46.6% | +48.8% | -95.4% | -59.2% |
| All | +6.1% | +145.8% | -139.7% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling