+145.6%
IEMG vs CCEP
+579.3%
-433.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | +4.6% | -1.6% | +6.2% | +5.1% |
| 3M | +5.5% | +11.9% | -6.4% | +1.1% |
| 6M | +19.7% | +7.5% | +12.2% | +16.1% |
| YTD | +25.5% | +18.7% | +6.8% | +17.5% |
| 1Y | +35.5% | +21.4% | +14.1% | +25.5% |
| 3Y | +88.0% | +89.1% | -1.1% | +47.3% |
| 5Y | +50.6% | +108.7% | -58.1% | +12.0% |
| 10Y | +138.4% | +241.0% | -102.6% | +40.3% |
| All | +145.6% | +579.3% | -433.7% | +0.1% |
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