+6.1%
CMCSA vs IYR
+69.7%
-63.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -4.9% | -1.4% | -3.5% | -4.1% |
| 30D | -1.1% | -2.7% | +1.6% | +0.6% |
| 3M | +6.6% | -2.1% | +8.7% | +8.0% |
| 6M | -15.5% | +3.6% | -19.1% | -17.2% |
| YTD | -6.7% | +8.1% | -14.8% | -11.0% |
| 1Y | -15.6% | +4.7% | -20.3% | -18.0% |
| 3Y | -33.7% | +29.1% | -62.8% | -44.0% |
| 5Y | -46.6% | +6.9% | -53.6% | -50.0% |
| All | +6.1% | +69.7% | -63.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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