-31.7%
CMCSA vs IOT
+61.2%
-92.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +3.8% | -1.8% | +5.6% | +3.9% |
| 3M | +12.3% | +17.9% | -5.6% | +10.7% |
| 6M | -15.4% | +13.5% | -28.9% | -16.6% |
| YTD | -2.5% | +13.3% | -15.7% | -4.2% |
| 1Y | -13.4% | -3.3% | -10.0% | -14.0% |
| 3Y | -30.4% | +31.3% | -61.7% | -34.3% |
| All | -31.7% | +61.2% | -92.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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