+336.9%
CCEP vs IVZ
+40.3%
+296.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.3% | +5.1% | -5.4% | -1.7% |
| 30D | +11.0% | -1.6% | +12.5% | +11.0% |
| 3M | +9.2% | -9.1% | +18.3% | +11.5% |
| 6M | +27.2% | +1.8% | +25.4% | +25.0% |
| YTD | +30.3% | +10.8% | +19.5% | +23.8% |
| 1Y | +28.7% | +19.1% | +9.6% | +19.4% |
| 3Y | +109.4% | +144.4% | -35.0% | +48.2% |
| 5Y | +144.1% | +33.6% | +110.5% | +105.5% |
| All | +336.9% | +40.3% | +296.6% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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