+107.3%
CELH vs IAG
+155.7%
-48.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.8% |
| 7D | -11.7% | +1.7% | -13.3% | -11.9% |
| 30D | +1.6% | +11.4% | -9.9% | +0.2% |
| 3M | -2.0% | +33.0% | -35.0% | -5.5% |
| 6M | -36.2% | -6.0% | -30.2% | -36.4% |
| YTD | -39.6% | +24.6% | -64.1% | -42.1% |
| 1Y | -50.7% | +105.0% | -155.7% | -55.8% |
| 3Y | -58.9% | +837.9% | -896.8% | -70.7% |
| 5Y | -5.4% | +817.0% | -822.3% | -35.1% |
| 10Y | +3,848.6% | +425.3% | +3,423.3% | +2,545.2% |
| All | +107.3% | +155.7% | -48.4% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling