+289.6%
CMCSA vs IJH
+1,045.0%
-755.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +3.1% |
| 7D | -5.6% | -2.5% | -3.1% | -3.5% |
| 30D | -1.9% | -5.0% | +3.2% | +2.3% |
| 3M | +6.4% | +0.5% | +5.9% | +5.8% |
| 6M | -16.9% | +8.2% | -25.2% | -22.7% |
| YTD | -6.8% | +12.5% | -19.2% | -16.3% |
| 1Y | -15.9% | +14.4% | -30.3% | -25.8% |
| 3Y | -33.4% | +49.5% | -82.9% | -54.1% |
| 5Y | -46.7% | +47.8% | -94.5% | -63.6% |
| 10Y | +7.0% | +180.4% | -173.4% | -60.7% |
| All | +289.6% | +1,045.0% | -755.4% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling