-40.2%
CMCSA vs IWF
+55.4%
-95.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | +3.2% | +2.8% | +0.3% | +2.1% |
| 30D | +19.5% | -7.5% | +27.1% | +22.7% |
| 3M | -2.4% | -8.5% | +6.1% | +0.5% |
| 6M | +3.8% | -7.4% | +11.3% | +6.2% |
| YTD | -5.4% | -2.6% | -2.7% | -5.7% |
| 1Y | +1.1% | -1.8% | +3.0% | +0.2% |
| 3Y | -27.1% | +65.5% | -92.6% | -46.3% |
| All | -40.2% | +55.4% | -95.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling