+341.1%
CCEP vs IBB
+130.8%
+210.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.4% |
| 7D | +5.4% | +0.8% | +4.6% | +5.0% |
| 30D | +12.8% | +5.2% | +7.6% | +10.4% |
| 3M | +10.9% | +8.6% | +2.3% | +7.0% |
| 6M | +25.6% | +27.8% | -2.2% | +13.5% |
| YTD | +31.0% | +28.8% | +2.2% | +17.7% |
| 1Y | +32.3% | +36.4% | -4.1% | +16.0% |
| 3Y | +110.5% | +89.3% | +21.2% | +59.4% |
| 5Y | +141.8% | +43.3% | +98.5% | +101.5% |
| 10Y | +341.1% | +130.6% | +210.5% | +207.1% |
| All | +341.1% | +130.8% | +210.4% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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