+52.8%
IONQ vs CMCSA
-42.5%
+95.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.7% | +24.4% |
| 7D | +8.6% | +5.0% | +3.5% | +5.6% |
| 30D | -21.1% | +16.5% | -37.6% | -27.3% |
| 3M | -17.9% | -1.6% | -16.3% | -18.4% |
| 6M | -37.9% | -5.0% | -32.9% | -37.7% |
| YTD | -27.3% | -8.3% | -19.0% | -28.0% |
| 1Y | -43.2% | +0.4% | -43.6% | -47.8% |
| 3Y | +191.0% | -31.0% | +222.0% | +235.1% |
| All | +52.8% | -42.5% | +95.3% | +73.3% |
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 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