+4,718.2%
CCEP vs IVZ
+1,117.8%
+3,600.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -2.6% | +4.0% | -6.6% | -3.5% |
| 3M | +14.9% | +18.2% | -3.2% | +10.1% |
| 6M | +2.3% | +32.8% | -30.6% | -4.9% |
| YTD | +17.8% | +28.7% | -10.9% | +9.9% |
| 1Y | +24.2% | +55.4% | -31.2% | +10.5% |
| 3Y | +84.7% | +135.2% | -50.5% | +44.8% |
| 5Y | +103.2% | +64.2% | +39.0% | +70.1% |
| 10Y | +257.4% | +64.6% | +192.8% | +177.8% |
| All | +4,718.2% | +1,117.8% | +3,600.4% | +2,141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling