+274.7%
IONQ vs CMCSA
-35.9%
+310.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -8.9% | +3.8% | -12.7% | -10.8% |
| 3M | -35.6% | +12.3% | -47.9% | -39.7% |
| 6M | +13.3% | -15.4% | +28.7% | +20.6% |
| YTD | -9.8% | -2.5% | -7.3% | -12.0% |
| 1Y | -1.3% | -13.4% | +12.1% | +2.5% |
| 3Y | +109.3% | -30.4% | +139.6% | +142.8% |
| 5Y | +304.7% | -45.0% | +349.7% | +324.6% |
| All | +274.7% | -35.9% | +310.6% | +281.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling