+3,733.8%
CELH vs IAG
+427.6%
+3,306.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -11.2% | -1.1% | -10.1% | -11.1% |
| 30D | -1.4% | +12.1% | -13.6% | -2.8% |
| 3M | -4.2% | +25.5% | -29.7% | -6.8% |
| 6M | -40.5% | -7.1% | -33.4% | -40.5% |
| YTD | -40.5% | +22.9% | -63.4% | -42.8% |
| 1Y | -53.0% | +83.3% | -136.4% | -57.1% |
| 3Y | -59.1% | +808.5% | -867.6% | -70.5% |
| 5Y | -10.7% | +838.0% | -848.7% | -38.6% |
| All | +3,733.8% | +427.6% | +3,306.2% | +2,446.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling