+1,152.6%
CMCSA vs IVZ
+1,117.8%
+34.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | +7.0% | +4.0% | +3.0% | +5.6% |
| 3M | +15.1% | +18.2% | -3.1% | +8.4% |
| 6M | -15.4% | +32.8% | -48.2% | -23.7% |
| YTD | -1.9% | +28.7% | -30.6% | -11.2% |
| 1Y | -12.7% | +55.4% | -68.1% | -25.9% |
| 3Y | -31.0% | +135.2% | -166.2% | -50.6% |
| 5Y | -46.1% | +64.2% | -110.3% | -58.0% |
| 10Y | +10.8% | +64.6% | -53.8% | -22.3% |
| All | +1,152.6% | +1,117.8% | +34.8% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling