+741.9%
IWM vs CMCSA
+280.4%
+461.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | -2.0% | +5.0% | -7.1% | -4.1% |
| 30D | -1.5% | +16.5% | -17.9% | -7.9% |
| 3M | -8.0% | -1.6% | -6.4% | -8.0% |
| 6M | -4.1% | -5.0% | +0.9% | -3.4% |
| YTD | +11.9% | -8.3% | +20.2% | +12.9% |
| 1Y | +15.0% | +0.4% | +14.6% | +11.2% |
| 3Y | +64.2% | -31.0% | +95.2% | +83.2% |
| 5Y | +20.4% | -42.5% | +62.9% | +42.9% |
| 10Y | +168.0% | +12.6% | +155.4% | +131.5% |
| All | +741.9% | +280.4% | +461.6% | +286.0% |
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