+776.1%
IVV vs CMCSA
+320.1%
+456.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | +0.1% | +7.0% | -7.0% | -2.6% |
| 3M | +2.0% | +15.1% | -13.1% | -3.9% |
| 6M | +13.0% | -15.4% | +28.4% | +18.5% |
| YTD | +13.6% | -1.9% | +15.5% | +12.2% |
| 1Y | +20.1% | -12.7% | +32.8% | +23.5% |
| 3Y | +77.6% | -31.0% | +108.6% | +95.7% |
| 5Y | +82.5% | -46.1% | +128.6% | +117.3% |
| 10Y | +316.5% | +10.8% | +305.7% | +264.6% |
| All | +776.1% | +320.1% | +456.0% | +305.9% |
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