+727.5%
IWF vs CCEP
+2,082.8%
-1,355.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.9% |
| 7D | +0.5% | -3.1% | +3.6% | +1.5% |
| 30D | -0.4% | -2.6% | +2.2% | +0.3% |
| 3M | -2.6% | +14.9% | -17.5% | -7.0% |
| 6M | +9.1% | +2.3% | +6.9% | +7.8% |
| YTD | +4.5% | +17.8% | -13.4% | -1.4% |
| 1Y | +10.1% | +24.2% | -14.1% | +1.9% |
| 3Y | +77.6% | +84.7% | -7.1% | +43.8% |
| 5Y | +73.7% | +103.2% | -29.5% | +35.1% |
| 10Y | +411.5% | +257.4% | +154.2% | +223.1% |
| All | +727.5% | +2,082.8% | -1,355.2% | +202.6% |
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