+66.0%
IWM vs CMCSA
-30.3%
+96.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.3% | +3.8% | -6.1% | -3.2% |
| 3M | +4.0% | +12.3% | -8.4% | +0.7% |
| 6M | +17.9% | -15.4% | +33.3% | +22.7% |
| YTD | +20.2% | -2.5% | +22.7% | +19.1% |
| 1Y | +25.0% | -13.4% | +38.3% | +29.1% |
| 3Y | +66.0% | -30.4% | +96.3% | +83.3% |
| All | +66.0% | -30.3% | +96.3% | +83.3% |
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 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