+949.2%
IGV vs CCEP
+2,213.4%
-1,264.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.3% | +1.8% | -3.0% | -1.9% |
| 30D | -8.1% | +12.2% | -20.3% | -11.9% |
| 3M | -1.6% | +10.7% | -12.3% | -5.4% |
| 6M | +12.7% | +27.5% | -14.7% | +2.9% |
| YTD | -3.3% | +31.3% | -34.6% | -13.3% |
| 1Y | -7.9% | +29.9% | -37.8% | -17.2% |
| 3Y | +40.3% | +111.1% | -70.7% | +4.8% |
| 5Y | +17.3% | +142.3% | -125.0% | -17.3% |
| 10Y | +362.3% | +335.5% | +26.8% | +151.8% |
| All | +949.2% | +2,213.4% | -1,264.2% | +173.7% |
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