+47.0%
IEMG vs CCEP
+105.7%
-58.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -0.9% | -5.7% | +4.9% | +0.7% |
| 30D | +2.1% | -3.4% | +5.5% | +2.9% |
| 3M | +4.6% | +5.5% | -0.9% | +2.5% |
| 6M | +14.0% | +2.2% | +11.8% | +12.6% |
| YTD | +22.3% | +14.6% | +7.7% | +16.7% |
| 1Y | +30.7% | +18.9% | +11.8% | +22.9% |
| 3Y | +83.2% | +82.6% | +0.6% | +46.5% |
| 5Y | +47.0% | +107.0% | -60.0% | +10.3% |
| All | +47.0% | +105.7% | -58.7% | +10.3% |
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