+11.0%
CMCSA vs IP
+26.3%
-15.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.5% |
| 7D | +5.0% | -5.1% | +10.1% | +6.8% |
| 30D | +16.5% | +8.5% | +8.0% | +13.3% |
| 3M | -1.6% | -13.8% | +12.2% | +3.0% |
| 6M | -5.0% | +5.7% | -10.8% | -8.0% |
| YTD | -8.3% | -9.1% | +0.8% | -7.9% |
| 1Y | +0.4% | -0.8% | +1.2% | -2.4% |
| 3Y | -31.0% | +14.8% | -45.8% | -39.7% |
| 5Y | -42.5% | -11.5% | -31.0% | -45.3% |
| All | +11.0% | +26.3% | -15.3% | -13.3% |
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