+148.3%
CCEP vs IOVA
-63.3%
+211.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +2.1% | -3.5% | +5.6% | +2.2% |
| 30D | +10.6% | -45.4% | +56.0% | +12.2% |
| 3M | +10.3% | +19.0% | -8.7% | +8.8% |
| 6M | +31.1% | +112.0% | -80.9% | +25.8% |
| YTD | +32.1% | +184.2% | -152.1% | +24.5% |
| 1Y | +32.8% | +222.0% | -189.2% | +24.3% |
| 3Y | +111.3% | +92.6% | +18.8% | +92.1% |
| All | +148.3% | -63.3% | +211.6% | +130.6% |
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