-8.1%
CMCSA vs IRE
-97.3%
+89.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.4% |
| 7D | +2.7% | -15.5% | +18.2% | +2.8% |
| 30D | +18.6% | -70.4% | +89.0% | +16.8% |
| 3M | -1.8% | -81.6% | +79.8% | -3.8% |
| 6M | -0.7% | -94.7% | +94.0% | -2.4% |
| YTD | -7.8% | -91.8% | +83.9% | -8.4% |
| 1Y | +0.7% | -97.6% | +98.3% | +1.4% |
| All | -8.1% | -97.3% | +89.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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