+84.9%
IWD vs CCEP
+113.9%
-29.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | +3.6% | +10.6% | -7.0% | +1.4% |
| 3M | +2.2% | +10.3% | -8.2% | 0.0% |
| 6M | +13.0% | +31.1% | -18.1% | +6.2% |
| YTD | +26.5% | +32.1% | -5.6% | +18.4% |
| 1Y | +30.1% | +32.8% | -2.7% | +21.6% |
| 3Y | +84.9% | +111.3% | -26.5% | +55.5% |
| All | +84.9% | +113.9% | -29.0% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling