+938.5%
IGV vs CMCSA
+227.4%
+711.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.9% |
| 7D | +2.3% | +3.2% | -0.8% | +1.0% |
| 30D | -6.0% | +19.5% | -25.5% | -13.4% |
| 3M | -4.8% | -2.4% | -2.4% | -4.7% |
| 6M | +14.2% | +3.8% | +10.4% | +10.8% |
| YTD | -4.2% | -5.4% | +1.1% | -5.1% |
| 1Y | -5.3% | +1.1% | -6.4% | -9.2% |
| 3Y | +38.8% | -27.1% | +65.9% | +50.3% |
| 5Y | +14.2% | -40.3% | +54.5% | +33.3% |
| 10Y | +357.6% | +6.0% | +351.6% | +292.2% |
| All | +938.5% | +227.4% | +711.1% | +363.4% |
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