-9.8%
IGV vs CMCSA
-16.0%
+6.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -5.4% | -5.6% | +0.2% | -5.3% |
| 30D | -2.6% | -1.9% | -0.7% | -2.7% |
| 3M | +10.5% | +6.4% | +4.1% | +10.0% |
| 6M | +18.2% | -16.9% | +35.1% | +15.1% |
| YTD | -4.2% | -6.8% | +2.6% | -6.5% |
| 1Y | -9.8% | -15.9% | +6.1% | -13.0% |
| All | -9.8% | -16.0% | +6.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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