-48.2%
CMCSA vs IRM
+190.5%
-238.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | +3.0% | -11.3% | -8.9% |
| 30D | -2.4% | -5.2% | +2.8% | -1.5% |
| 3M | +4.5% | -8.0% | +12.5% | +5.9% |
| 6M | -18.8% | +9.2% | -27.9% | -21.3% |
| YTD | -8.9% | +41.0% | -49.9% | -17.7% |
| 1Y | -18.3% | +23.3% | -41.5% | -23.9% |
| 3Y | -35.0% | +102.8% | -137.8% | -51.1% |
| 5Y | -48.2% | +192.8% | -240.9% | -66.4% |
| All | -48.2% | +190.5% | -238.6% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling