+10.1%
IEF vs CCEP
+89.4%
-79.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | -1.0% | +1.0% | +0.1% |
| 30D | -0.7% | -1.6% | +0.9% | -0.6% |
| 3M | -0.4% | +11.9% | -12.3% | -1.2% |
| 6M | -2.5% | +7.5% | -9.9% | -3.0% |
| YTD | -1.6% | +18.7% | -20.3% | -2.7% |
| 1Y | -1.3% | +21.4% | -22.7% | -2.6% |
| 3Y | +10.1% | +89.1% | -79.0% | +5.0% |
| All | +10.1% | +89.4% | -79.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling