-2.4%
IEF vs CCEP
+16.3%
-18.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.2% | -5.7% | +4.6% | -0.9% |
| 30D | -1.5% | -3.4% | +1.9% | -1.3% |
| 3M | -1.7% | +5.5% | -7.2% | -2.0% |
| 6M | -3.5% | +2.2% | -5.7% | -3.8% |
| YTD | -2.6% | +14.6% | -17.3% | -3.1% |
| 1Y | -2.4% | +18.9% | -21.3% | -2.9% |
| All | -2.4% | +16.3% | -18.7% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling