+5,252.6%
CCEP vs IVZ
+964.6%
+4,288.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | -0.4% |
| 7D | +1.7% | +4.1% | -2.5% | +0.6% |
| 30D | +12.7% | -2.0% | +14.7% | +12.9% |
| 3M | +8.5% | -7.8% | +16.3% | +10.1% |
| 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% | +22.6% |
| 3Y | +110.9% | +154.0% | -43.1% | +61.8% |
| 5Y | +138.5% | +37.3% | +101.2% | +107.7% |
| 10Y | +302.3% | +50.5% | +251.8% | +218.6% |
| All | +5,252.6% | +964.6% | +4,288.0% | +2,457.6% |
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 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