-47.9%
CMCSA vs IVZ
+58.7%
-106.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.4% |
| 7D | -8.3% | +1.2% | -9.4% | -8.5% |
| 30D | -2.4% | +1.8% | -4.2% | -2.9% |
| 3M | +4.5% | +15.7% | -11.2% | +0.4% |
| 6M | -18.8% | +36.3% | -55.1% | -25.5% |
| YTD | -8.9% | +24.9% | -33.9% | -15.0% |
| 1Y | -18.3% | +48.9% | -67.2% | -27.6% |
| 3Y | -35.0% | +136.8% | -171.8% | -51.4% |
| All | -47.9% | +58.7% | -106.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling