+79.7%
IWD vs CCEP
+109.7%
-30.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.5% | +2.6% | -3.0% | -1.0% |
| 30D | +2.7% | +15.1% | -12.5% | -0.4% |
| 3M | +0.9% | +7.3% | -6.4% | -0.7% |
| 6M | +10.5% | +23.4% | -12.9% | +5.3% |
| YTD | +23.7% | +29.4% | -5.7% | +16.3% |
| 1Y | +28.7% | +34.2% | -5.5% | +19.8% |
| 3Y | +79.7% | +108.4% | -28.6% | +50.8% |
| All | +79.7% | +109.7% | -30.0% | +50.8% |
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