-44.8%
CMCSA vs IWD
+73.6%
-118.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | +7.0% | +0.6% | +6.4% | +6.5% |
| 3M | +15.1% | +7.2% | +7.9% | +8.1% |
| 6M | -15.4% | +16.2% | -31.6% | -26.3% |
| YTD | -1.9% | +23.3% | -25.2% | -19.3% |
| 1Y | -12.7% | +29.6% | -42.3% | -31.5% |
| 3Y | -31.0% | +70.5% | -101.5% | -58.5% |
| All | -44.8% | +73.6% | -118.5% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling