-15.6%
CMCSA vs IJH
+14.9%
-30.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -4.9% | -1.9% | -3.0% | -4.4% |
| 30D | -1.1% | -4.6% | +3.6% | 0.0% |
| 3M | +6.6% | -1.2% | +7.7% | +6.8% |
| 6M | -15.5% | +9.4% | -24.9% | -17.4% |
| YTD | -6.7% | +13.3% | -20.0% | -10.8% |
| 1Y | -15.6% | +13.4% | -29.0% | -20.0% |
| All | -15.6% | +14.9% | -30.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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