+6.0%
CMCSA vs IVZ
+64.1%
-58.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -5.6% | -2.4% | -3.2% | -4.9% |
| 30D | -1.9% | +2.5% | -4.4% | -2.6% |
| 3M | +6.4% | +17.1% | -10.6% | +1.4% |
| 6M | -16.9% | +35.1% | -52.1% | -24.5% |
| YTD | -6.8% | +24.3% | -31.1% | -13.6% |
| 1Y | -15.9% | +48.7% | -64.6% | -26.3% |
| 3Y | -33.4% | +135.6% | -169.1% | -50.8% |
| 5Y | -46.7% | +60.3% | -107.0% | -57.1% |
| All | +6.0% | +64.1% | -58.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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