-8.0%
IEF vs CCEP
+140.3%
-148.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +1.1% | +11.0% | -9.9% | +0.7% |
| 3M | -1.9% | +9.2% | -11.1% | -2.3% |
| 6M | -2.4% | +27.2% | -29.6% | -3.2% |
| YTD | -3.0% | +30.3% | -33.3% | -3.9% |
| 1Y | -3.1% | +28.7% | -31.8% | -4.0% |
| 3Y | +10.7% | +109.4% | -98.7% | +8.6% |
| 5Y | -8.0% | +144.1% | -152.1% | -10.2% |
| All | -8.0% | +140.3% | -148.3% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling