+224.2%
CMCSA vs IYR
+690.9%
-466.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -6.0% |
| 7D | -8.3% | -0.9% | -7.4% | -7.8% |
| 30D | -2.4% | -2.4% | -0.1% | -1.1% |
| 3M | +4.5% | -2.0% | +6.5% | +5.8% |
| 6M | -18.8% | +2.5% | -21.2% | -19.9% |
| YTD | -8.9% | +8.3% | -17.2% | -13.0% |
| 1Y | -18.3% | +6.5% | -24.8% | -21.2% |
| 3Y | -35.0% | +29.3% | -64.3% | -44.4% |
| 5Y | -48.2% | +5.7% | -53.8% | -50.9% |
| 10Y | +4.6% | +69.2% | -64.7% | -25.2% |
| All | +224.2% | +690.9% | -466.7% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling