+129.8%
IEF vs CCEP
+1,743.8%
-1,614.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.1% |
| 7D | -0.3% | -3.1% | +2.8% | -0.4% |
| 30D | -0.8% | -2.6% | +1.8% | -0.9% |
| 3M | -1.0% | +14.9% | -15.9% | -0.5% |
| 6M | -2.8% | +2.3% | -5.0% | -2.7% |
| YTD | -1.5% | +17.8% | -19.3% | -0.9% |
| 1Y | -0.4% | +24.2% | -24.6% | +0.4% |
| 3Y | +9.7% | +84.7% | -75.1% | +12.3% |
| 5Y | -8.3% | +103.2% | -111.5% | -5.6% |
| 10Y | +4.6% | +257.4% | -252.8% | +11.5% |
| All | +129.8% | +1,743.8% | -1,614.0% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling