-31.0%
CMCSA vs IWD
+78.7%
-109.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | +5.0% | -0.5% | +5.5% | +5.4% |
| 30D | +16.5% | +2.7% | +13.8% | +13.9% |
| 3M | -1.6% | +0.9% | -2.5% | -2.3% |
| 6M | -5.0% | +10.5% | -15.6% | -12.6% |
| YTD | -8.3% | +23.7% | -32.0% | -23.7% |
| 1Y | +0.4% | +28.7% | -28.3% | -19.6% |
| 3Y | -31.0% | +79.7% | -110.7% | -61.5% |
| All | -31.0% | +78.7% | -109.7% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling