+238.1%
CCEP vs IAG
+401.0%
-162.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.6% |
| 7D | -3.7% | +1.7% | -5.4% | -3.7% |
| 30D | -2.1% | +11.4% | -13.5% | -2.6% |
| 3M | +7.2% | +33.0% | -25.9% | +5.7% |
| 6M | +3.3% | -6.0% | +9.3% | +3.1% |
| YTD | +15.7% | +24.6% | -8.9% | +14.0% |
| 1Y | +16.6% | +105.0% | -88.4% | +12.2% |
| 3Y | +84.3% | +837.9% | -753.6% | +65.0% |
| 5Y | +109.0% | +817.0% | -707.9% | +83.3% |
| 10Y | +238.1% | +425.3% | -187.2% | +200.3% |
| All | +238.1% | +401.0% | -162.8% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling