+216.4%
IAU vs CCEP
+342.1%
-125.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.0% | +1.8% | -3.7% | -2.0% |
| 30D | -4.4% | +12.2% | -16.6% | -4.8% |
| 3M | -8.9% | +10.7% | -19.6% | -9.2% |
| 6M | -15.9% | +27.5% | -43.4% | -16.6% |
| YTD | -7.8% | +31.3% | -39.1% | -8.6% |
| 1Y | -3.8% | +29.9% | -33.7% | -4.6% |
| 3Y | +104.3% | +111.1% | -6.8% | +100.5% |
| 5Y | +111.2% | +142.3% | -31.1% | +106.8% |
| 10Y | +216.4% | +335.5% | -119.0% | +205.5% |
| All | +216.4% | +342.1% | -125.6% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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