+1,108.2%
CMCSA vs IVZ
+973.1%
+135.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.7% |
| 7D | +3.2% | +7.6% | -4.5% | +0.7% |
| 30D | +19.5% | +4.3% | +15.2% | +17.5% |
| 3M | -2.4% | -9.3% | +6.9% | +0.2% |
| 6M | +3.8% | +5.2% | -1.4% | +0.9% |
| YTD | -5.4% | +13.4% | -18.8% | -11.2% |
| 1Y | +1.1% | +25.4% | -24.3% | -8.3% |
| 3Y | -27.1% | +152.5% | -179.6% | -49.2% |
| 5Y | -40.3% | +36.7% | -77.0% | -50.7% |
| 10Y | +6.0% | +45.0% | -39.0% | -22.8% |
| All | +1,108.2% | +973.1% | +135.1% | +282.6% |
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