+14.8%
IGV vs CMCSA
-40.2%
+55.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.7% |
| 7D | +2.3% | +3.2% | -0.8% | +1.4% |
| 30D | -6.0% | +19.5% | -25.5% | -11.0% |
| 3M | -4.8% | -2.4% | -2.4% | -4.5% |
| 6M | +14.2% | +3.8% | +10.4% | +12.0% |
| YTD | -4.2% | -5.4% | +1.1% | -5.1% |
| 1Y | -5.3% | +1.1% | -6.4% | -8.8% |
| 3Y | +38.8% | -27.1% | +65.9% | +48.7% |
| All | +14.8% | -40.2% | +55.1% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling