-47.2%
CMCSA vs IFF
-35.8%
-11.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -4.9% | -3.2% | -1.7% | -4.1% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | +6.6% | +8.4% | -1.9% | +4.4% |
| 6M | -15.5% | +23.0% | -38.5% | -20.2% |
| YTD | -6.7% | +25.5% | -32.1% | -12.6% |
| 1Y | -15.6% | +29.1% | -44.7% | -21.7% |
| 3Y | -33.7% | +31.7% | -65.3% | -40.6% |
| All | -47.2% | -35.8% | -11.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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