+726.5%
IWD vs CCEP
+2,082.8%
-1,356.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | -0.3% | -3.1% | +2.8% | +0.7% |
| 30D | +0.6% | -2.6% | +3.2% | +1.4% |
| 3M | +7.2% | +14.9% | -7.7% | +2.1% |
| 6M | +16.2% | +2.3% | +13.9% | +14.8% |
| YTD | +23.3% | +17.8% | +5.5% | +16.0% |
| 1Y | +29.6% | +24.2% | +5.4% | +19.5% |
| 3Y | +70.5% | +84.7% | -14.3% | +36.2% |
| 5Y | +73.5% | +103.2% | -29.7% | +32.3% |
| 10Y | +198.3% | +257.4% | -59.1% | +82.3% |
| All | +726.5% | +2,082.8% | -1,356.3% | +172.7% |
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