-42.1%
CMCSA vs IWD
+68.9%
-111.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | +5.0% | -0.5% | +5.5% | +5.5% |
| 30D | +16.5% | +2.7% | +13.8% | +13.7% |
| 3M | -1.6% | +0.9% | -2.5% | -2.3% |
| 6M | -5.0% | +10.5% | -15.6% | -13.2% |
| YTD | -8.3% | +23.7% | -32.0% | -24.5% |
| 1Y | +0.4% | +28.7% | -28.3% | -20.5% |
| 3Y | -31.0% | +79.7% | -110.7% | -60.1% |
| All | -42.1% | +68.9% | -111.0% | -65.0% |
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