+18.4%
IWM vs CMCSA
+1.9%
+16.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.4% | +3.2% | -1.7% | +1.3% |
| 30D | +2.3% | +19.5% | -17.3% | +1.6% |
| 3M | -8.3% | -2.4% | -5.9% | -8.2% |
| 6M | -1.3% | +3.8% | -5.2% | -1.3% |
| YTD | +13.5% | -5.4% | +18.9% | +13.9% |
| 1Y | +18.4% | +1.1% | +17.3% | +18.3% |
| All | +18.4% | +1.9% | +16.5% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling