+117.6%
IEMG vs CCEP
+656.0%
-538.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +2.7% | +2.1% | +0.6% | +2.0% |
| 30D | -5.7% | +10.6% | -16.3% | -8.9% |
| 3M | -8.8% | +10.3% | -19.1% | -12.0% |
| 6M | -8.9% | +31.1% | -40.0% | -17.5% |
| YTD | +11.2% | +32.1% | -20.9% | +0.2% |
| 1Y | +12.2% | +32.8% | -20.6% | +0.9% |
| 3Y | +68.5% | +111.3% | -42.8% | +27.1% |
| 5Y | +34.3% | +147.5% | -113.2% | -5.8% |
| 10Y | +131.1% | +338.1% | -206.9% | +23.3% |
| All | +117.6% | +656.0% | -538.4% | -14.6% |
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