+138.5%
CCEP vs IVZ
+37.3%
+101.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | -0.2% |
| 7D | +1.7% | +4.1% | -2.5% | +0.7% |
| 30D | +12.7% | -2.0% | +14.7% | +12.9% |
| 3M | +8.5% | -7.8% | +16.3% | +9.9% |
| 6M | +25.6% | +6.3% | +19.3% | +22.7% |
| YTD | +30.9% | +12.6% | +18.4% | +25.4% |
| 1Y | +32.0% | +27.6% | +4.3% | +22.4% |
| 3Y | +110.9% | +154.0% | -43.1% | +53.1% |
| 5Y | +138.5% | +37.3% | +101.2% | +122.6% |
| All | +138.5% | +37.3% | +101.2% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling