+6.0%
CMCSA vs IWF
+418.7%
-412.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.9% |
| 7D | -5.6% | -1.7% | -3.8% | -4.6% |
| 30D | -1.9% | -1.8% | 0.0% | -0.9% |
| 3M | +6.4% | +1.5% | +5.0% | +5.1% |
| 6M | -16.9% | +7.7% | -24.6% | -21.3% |
| YTD | -6.8% | +2.7% | -9.5% | -9.3% |
| 1Y | -15.9% | +6.8% | -22.7% | -20.5% |
| 3Y | -33.4% | +76.9% | -110.3% | -56.1% |
| 5Y | -46.7% | +73.4% | -120.1% | -65.1% |
| All | +6.0% | +418.7% | -412.7% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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