-47.2%
CMCSA vs IJR
+39.9%
-87.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -4.9% | -2.2% | -2.7% | -3.7% |
| 30D | -1.1% | -4.6% | +3.5% | +1.6% |
| 3M | +6.6% | +0.2% | +6.3% | +6.4% |
| 6M | -15.5% | +14.7% | -30.2% | -22.0% |
| YTD | -6.7% | +18.9% | -25.5% | -15.9% |
| 1Y | -15.6% | +19.9% | -35.5% | -24.5% |
| 3Y | -33.7% | +53.0% | -86.7% | -49.9% |
| All | -47.2% | +39.9% | -87.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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