+1,230.0%
CMCSA vs IRM
+9,964.6%
-8,734.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +7.0% | -8.1% | +15.1% | +9.6% |
| 3M | +15.1% | -9.7% | +24.8% | +18.0% |
| 6M | -15.4% | +10.0% | -25.3% | -18.9% |
| YTD | -1.9% | +43.0% | -44.9% | -14.1% |
| 1Y | -12.7% | +32.7% | -45.4% | -22.2% |
| 3Y | -31.0% | +102.7% | -133.7% | -48.0% |
| 5Y | -46.1% | +187.6% | -233.7% | -64.5% |
| 10Y | +10.8% | +420.1% | -409.3% | -43.4% |
| All | +1,230.0% | +9,964.6% | -8,734.6% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling