+770.9%
IWM vs CMCSA
+290.2%
+480.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +1.9% | +21.0% | -19.1% | -6.2% |
| 3M | -5.7% | -0.9% | -4.8% | -6.0% |
| 6M | -0.3% | +2.9% | -3.2% | -2.9% |
| YTD | +15.8% | -5.9% | +21.7% | +15.5% |
| 1Y | +17.1% | +2.5% | +14.6% | +12.2% |
| 3Y | +73.1% | -28.3% | +101.3% | +90.0% |
| 5Y | +25.9% | -40.8% | +66.7% | +47.6% |
| 10Y | +151.9% | +5.4% | +146.5% | +123.8% |
| All | +770.9% | +290.2% | +480.7% | +295.0% |
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