+141.8%
CCEP vs IAG
+495.5%
-353.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | +0.4% |
| 7D | +5.4% | +16.8% | -11.5% | +4.3% |
| 30D | +12.8% | -1.5% | +14.2% | +12.7% |
| 3M | +10.9% | +0.5% | +10.4% | +10.5% |
| 6M | +25.6% | -1.0% | +26.6% | +25.0% |
| YTD | +31.0% | +12.3% | +18.7% | +28.5% |
| 1Y | +32.3% | +39.2% | -7.0% | +27.8% |
| 3Y | +110.5% | +712.3% | -601.8% | +74.7% |
| 5Y | +141.8% | +484.2% | -342.4% | +85.9% |
| All | +141.8% | +495.5% | -353.7% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling