+45.7%
IONQ vs CMCSA
-40.2%
+85.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -7.1% |
| 7D | -11.5% | +3.2% | -14.6% | -12.7% |
| 30D | -8.1% | +19.5% | -27.6% | -16.3% |
| 3M | -35.8% | -2.4% | -33.4% | -35.8% |
| 6M | -47.7% | +3.8% | -51.6% | -49.9% |
| YTD | -35.6% | -5.4% | -30.3% | -37.1% |
| 1Y | -36.4% | +1.1% | -37.5% | -41.3% |
| 3Y | +150.0% | -27.1% | +177.2% | +178.3% |
| All | +45.7% | -40.2% | +85.9% | +72.4% |
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 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