+78.4%
IVV vs CMCSA
-30.7%
+109.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +0.1% | +7.0% | -7.0% | -1.1% |
| 3M | +2.0% | +15.1% | -13.1% | -0.6% |
| 6M | +13.0% | -15.4% | +28.4% | +16.0% |
| YTD | +13.6% | -1.9% | +15.5% | +12.7% |
| 1Y | +20.1% | -12.7% | +32.8% | +22.6% |
| All | +78.4% | -30.7% | +109.1% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling