-15.9%
CMCSA vs IWF
+6.4%
-22.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.3% |
| 7D | -5.6% | -1.7% | -3.8% | -5.7% |
| 30D | -1.9% | -1.8% | 0.0% | -2.0% |
| 3M | +6.4% | +1.5% | +5.0% | +6.8% |
| 6M | -16.9% | +7.7% | -24.6% | -16.4% |
| YTD | -6.8% | +2.7% | -9.5% | -6.7% |
| 1Y | -15.9% | +6.8% | -22.7% | -14.3% |
| All | -15.9% | +6.4% | -22.3% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling