+241.0%
CCEP vs IOVA
+6.6%
+234.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | -1.0% | +5.1% | -6.0% | -1.2% |
| 30D | -1.6% | +37.2% | -38.8% | -3.2% |
| 3M | +11.9% | +117.5% | -105.6% | +7.0% |
| 6M | +7.5% | +69.6% | -62.1% | +3.6% |
| YTD | +18.7% | +218.7% | -200.0% | +10.2% |
| 1Y | +21.4% | +265.5% | -244.1% | +11.2% |
| 3Y | +89.1% | +46.2% | +42.9% | +72.1% |
| 5Y | +108.7% | -63.2% | +172.0% | +98.3% |
| 10Y | +241.0% | +6.1% | +234.9% | +225.4% |
| All | +241.0% | +6.6% | +234.4% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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