+125.9%
IEF vs CCEP
+1,967.1%
-1,841.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | -2.0% | +2.1% | -4.1% | -1.9% |
| 30D | +0.7% | +10.6% | -9.9% | +1.0% |
| 3M | -2.5% | +10.3% | -12.8% | -2.2% |
| 6M | -2.6% | +31.1% | -33.6% | -1.7% |
| YTD | -3.2% | +32.1% | -35.3% | -2.3% |
| 1Y | -3.0% | +32.8% | -35.9% | -2.1% |
| 3Y | +10.5% | +111.3% | -100.8% | +13.7% |
| 5Y | -8.2% | +147.5% | -155.7% | -4.7% |
| 10Y | +6.7% | +338.1% | -331.4% | +14.6% |
| All | +125.9% | +1,967.1% | -1,841.2% | +170.1% |
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