-28.2%
CMCSA vs IVZ
+146.5%
-174.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.6% | +5.1% | -5.7% | -1.5% |
| 30D | +18.8% | -1.6% | +20.3% | +18.8% |
| 3M | -1.1% | -9.1% | +8.0% | +0.3% |
| 6M | +2.5% | +1.8% | +0.7% | +1.6% |
| YTD | -6.7% | +10.8% | -17.6% | -9.6% |
| 1Y | 0.0% | +19.1% | -19.2% | -4.9% |
| All | -28.2% | +146.5% | -174.7% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling