+148.2%
CCEP vs IOVA
-67.9%
+216.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.1% |
| 7D | +2.6% | -5.2% | +7.8% | +2.7% |
| 30D | +15.1% | -37.8% | +52.9% | +16.4% |
| 3M | +7.3% | +29.5% | -22.2% | +5.5% |
| 6M | +23.4% | +96.6% | -73.2% | +18.8% |
| YTD | +29.4% | +194.5% | -165.1% | +21.7% |
| 1Y | +34.2% | +248.1% | -213.8% | +25.1% |
| 3Y | +108.4% | +86.1% | +22.2% | +89.7% |
| All | +148.2% | -67.9% | +216.1% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling