+313.4%
IVV vs CMCSA
+8.2%
+305.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -2.3% | +21.0% | -23.3% | -9.0% |
| 3M | -1.2% | -0.9% | -0.2% | -1.4% |
| 6M | +3.3% | +2.9% | +0.4% | +1.1% |
| YTD | +12.3% | -5.9% | +18.2% | +12.0% |
| 1Y | +12.5% | +2.5% | +10.1% | +8.1% |
| 3Y | +79.2% | -28.3% | +107.4% | +94.3% |
| 5Y | +75.6% | -40.8% | +116.4% | +103.1% |
| 10Y | +313.4% | +5.4% | +308.0% | +276.0% |
| All | +313.4% | +8.2% | +305.2% | +276.0% |
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