+89.1%
CCEP vs IVZ
+140.4%
-51.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.0% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | -1.6% | +3.1% | -4.7% | -1.9% |
| 3M | +11.9% | +18.2% | -6.3% | +9.8% |
| 6M | +7.5% | +38.6% | -31.2% | +3.5% |
| YTD | +18.7% | +25.9% | -7.2% | +15.1% |
| 1Y | +21.4% | +51.7% | -30.3% | +14.8% |
| 3Y | +89.1% | +138.7% | -49.5% | +66.1% |
| All | +89.1% | +140.4% | -51.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling