+40.7%
IWM vs CMCSA
-44.7%
+85.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.8% |
| 30D | -1.3% | +7.0% | -8.3% | -3.6% |
| 3M | +1.6% | +15.1% | -13.5% | -3.6% |
| 6M | +13.6% | -15.4% | +28.9% | +19.2% |
| YTD | +20.8% | -1.9% | +22.6% | +19.3% |
| 1Y | +26.4% | -12.7% | +39.1% | +30.6% |
| 3Y | +60.7% | -31.0% | +91.7% | +79.8% |
| All | +40.7% | -44.7% | +85.4% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling