+973.2%
IGV vs CMCSA
+239.4%
+733.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.5% | -2.1% | -2.4% | -3.6% |
| 30D | +3.2% | +7.0% | -3.8% | 0.0% |
| 3M | +4.5% | +15.1% | -10.6% | -2.4% |
| 6M | +22.1% | -15.4% | +37.5% | +28.8% |
| YTD | -1.0% | -1.9% | +0.9% | -2.7% |
| 1Y | -2.1% | -12.7% | +10.6% | +0.9% |
| 3Y | +44.6% | -31.0% | +75.6% | +61.5% |
| 5Y | +22.2% | -46.1% | +68.3% | +50.0% |
| 10Y | +364.7% | +10.8% | +353.9% | +293.2% |
| All | +973.2% | +239.4% | +733.7% | +375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling