+8.2%
CMCSA vs IWD
+212.1%
-203.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -1.3% |
| 7D | +2.7% | +1.3% | +1.4% | +1.5% |
| 30D | +18.6% | +3.6% | +15.1% | +14.9% |
| 3M | -1.8% | +2.3% | -4.2% | -3.8% |
| 6M | -0.7% | +13.0% | -13.7% | -11.0% |
| YTD | -7.8% | +26.2% | -34.0% | -25.4% |
| 1Y | +0.7% | +30.5% | -29.7% | -21.0% |
| 3Y | -28.0% | +86.2% | -114.2% | -59.1% |
| 5Y | -42.1% | +72.9% | -115.0% | -64.9% |
| 10Y | +8.2% | +205.0% | -196.9% | -56.9% |
| All | +8.2% | +212.1% | -203.9% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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