+3.8%
IEF vs CCEP
+236.5%
-232.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.2% | -5.7% | +4.6% | -1.2% |
| 30D | -1.5% | -3.4% | +1.9% | -1.5% |
| 3M | -1.7% | +5.5% | -7.2% | -1.6% |
| 6M | -3.5% | +2.2% | -5.7% | -3.5% |
| YTD | -2.6% | +14.6% | -17.3% | -2.6% |
| 1Y | -2.4% | +18.9% | -21.3% | -2.3% |
| 3Y | +8.9% | +82.6% | -73.7% | +9.6% |
| 5Y | -9.2% | +107.0% | -116.2% | -8.4% |
| All | +3.8% | +236.5% | -232.7% | +5.0% |
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