+25.7%
IWM vs CMCSA
-13.3%
+39.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.3% | +3.8% | -6.1% | -2.5% |
| 3M | +4.0% | +12.3% | -8.4% | +3.3% |
| 6M | +17.9% | -15.4% | +33.3% | +19.2% |
| YTD | +20.2% | -2.5% | +22.7% | +19.7% |
| All | +25.7% | -13.3% | +39.0% | +25.1% |
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