+2,135.2%
CMCSA vs IP
+327.4%
+1,807.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.7% |
| 7D | +12.0% | -5.0% | +17.0% | +13.9% |
| 30D | +17.5% | +6.5% | +11.0% | +15.0% |
| 3M | +2.4% | -18.0% | +20.4% | +9.0% |
| 6M | -2.9% | +10.3% | -13.3% | -7.4% |
| YTD | -6.2% | -9.9% | +3.7% | -5.6% |
| 1Y | +0.4% | -1.1% | +1.4% | -2.3% |
| 3Y | -30.6% | +13.0% | -43.6% | -37.9% |
| 5Y | -41.2% | -12.3% | -29.0% | -43.5% |
| 10Y | +15.2% | +26.8% | -11.7% | -7.2% |
| All | +2,135.2% | +327.4% | +1,807.9% | +665.8% |
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