+973.2%
IGV vs CCEP
+1,975.7%
-1,002.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.2% |
| 7D | -4.5% | -3.1% | -1.4% | -3.5% |
| 30D | +3.2% | -2.6% | +5.8% | +4.0% |
| 3M | +4.5% | +14.9% | -10.4% | -0.6% |
| 6M | +22.1% | +2.3% | +19.9% | +20.3% |
| YTD | -1.0% | +17.8% | -18.9% | -7.6% |
| 1Y | -2.1% | +24.2% | -26.3% | -10.6% |
| 3Y | +44.6% | +84.7% | -40.1% | +13.4% |
| 5Y | +22.2% | +103.2% | -81.0% | -8.4% |
| 10Y | +364.7% | +257.4% | +107.4% | +171.4% |
| All | +973.2% | +1,975.7% | -1,002.5% | +191.5% |
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