+10.5%
CMCSA vs IP
+23.2%
-12.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -2.1% | -5.3% | +3.2% | -0.4% |
| 30D | +7.0% | -10.9% | +17.9% | +10.9% |
| 3M | +15.1% | +11.2% | +3.9% | +10.1% |
| 6M | -15.4% | -10.2% | -5.1% | -13.7% |
| YTD | -1.9% | -2.0% | +0.1% | -3.7% |
| 1Y | -12.7% | -19.1% | +6.4% | -8.8% |
| 3Y | -31.0% | +20.9% | -51.9% | -40.5% |
| 5Y | -46.1% | -17.8% | -28.3% | -46.8% |
| All | +10.5% | +23.2% | -12.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling