+738.6%
IVV vs CMCSA
+292.8%
+445.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +1.2% |
| 7D | -2.7% | +5.0% | -7.7% | -4.5% |
| 30D | -5.4% | +16.5% | -21.8% | -10.9% |
| 3M | -4.1% | -1.6% | -2.5% | -4.1% |
| 6M | +0.7% | -5.0% | +5.8% | +1.3% |
| YTD | +8.7% | -8.3% | +17.0% | +9.5% |
| 1Y | +11.0% | +0.4% | +10.6% | +7.6% |
| 3Y | +75.4% | -31.0% | +106.4% | +92.3% |
| 5Y | +68.3% | -42.5% | +110.9% | +94.8% |
| 10Y | +315.5% | +12.6% | +303.0% | +259.6% |
| All | +738.6% | +292.8% | +445.8% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling