+283.4%
CMCSA vs IWD
+728.9%
-445.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 3M | -1.6% | +0.9% | -2.5% | -2.4% |
| 6M | -5.0% | +10.5% | -15.6% | -14.4% |
| YTD | -8.3% | +23.7% | -32.0% | -26.5% |
| 1Y | +0.4% | +28.7% | -28.3% | -22.8% |
| 3Y | -31.0% | +79.7% | -110.7% | -62.4% |
| 5Y | -42.5% | +69.7% | -112.2% | -67.0% |
| 10Y | +12.6% | +211.4% | -198.8% | -66.4% |
| All | +283.4% | +728.9% | -445.5% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling