+2,126.3%
CMCSA vs IP
+345.0%
+1,781.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.5% |
| 7D | +15.2% | +3.4% | +11.8% | +13.9% |
| 30D | +17.0% | +11.2% | +5.8% | +12.9% |
| 3M | +1.2% | -14.8% | +16.0% | +6.4% |
| 6M | -5.5% | +17.3% | -22.8% | -11.7% |
| YTD | -6.5% | -6.2% | -0.4% | -7.1% |
| 1Y | +1.8% | +2.3% | -0.5% | -2.0% |
| 3Y | -30.8% | +17.7% | -48.5% | -39.0% |
| 5Y | -40.2% | -8.4% | -31.7% | -43.3% |
| 10Y | +14.7% | +32.1% | -17.4% | -8.8% |
| All | +2,126.3% | +345.0% | +1,781.3% | +652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling