-44.7%
IONQ vs CMCSA
+3.3%
-48.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -0.3% |
| 7D | -8.9% | +15.2% | -24.1% | -5.7% |
| 30D | -31.3% | +17.0% | -48.3% | -28.6% |
| 3M | -29.2% | +1.2% | -30.4% | -28.4% |
| 6M | -35.4% | -5.5% | -29.9% | -35.6% |
| YTD | -34.2% | -6.5% | -27.6% | -29.8% |
| 1Y | -44.7% | +1.8% | -46.5% | -36.7% |
| All | -44.7% | +3.3% | -48.0% | -36.7% |
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 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