+2,069.3%
CMCSA vs IFF
+833.5%
+1,235.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.0% |
| 7D | -8.3% | -3.0% | -5.3% | -7.2% |
| 30D | -2.4% | -0.9% | -1.5% | -2.0% |
| 3M | +4.5% | +11.8% | -7.3% | -0.3% |
| 6M | -18.8% | +16.5% | -35.3% | -24.8% |
| YTD | -8.9% | +26.5% | -35.4% | -18.8% |
| 1Y | -18.3% | +32.7% | -51.0% | -28.7% |
| 3Y | -35.0% | +32.0% | -67.0% | -44.9% |
| 5Y | -48.2% | -36.1% | -12.1% | -43.3% |
| 10Y | +4.6% | -20.1% | +24.6% | -3.0% |
| All | +2,069.3% | +833.5% | +1,235.8% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling