+280.6%
CMCSA vs IJR
+1,130.2%
-849.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -5.8% |
| 7D | -8.3% | -1.1% | -7.2% | -7.5% |
| 30D | -2.4% | -3.6% | +1.2% | +0.3% |
| 3M | +4.5% | +2.3% | +2.2% | +2.7% |
| 6M | -18.8% | +14.3% | -33.1% | -26.7% |
| YTD | -8.9% | +19.3% | -28.2% | -20.6% |
| 1Y | -18.3% | +22.6% | -40.9% | -30.5% |
| 3Y | -35.0% | +53.5% | -88.5% | -54.4% |
| 5Y | -48.2% | +39.9% | -88.1% | -61.7% |
| 10Y | +4.6% | +172.1% | -167.5% | -57.4% |
| All | +280.6% | +1,130.2% | -849.6% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling