+130.0%
CELH vs IBB
+717.9%
-587.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | -7.0% | +1.4% | -8.5% | -7.8% |
| 30D | +5.2% | +10.5% | -5.3% | -0.6% |
| 3M | +10.5% | +23.6% | -13.1% | -2.5% |
| 6M | -32.7% | +22.6% | -55.3% | -40.5% |
| YTD | -33.0% | +25.7% | -58.6% | -41.6% |
| 1Y | -49.5% | +51.4% | -100.9% | -60.6% |
| 3Y | -52.6% | +64.4% | -117.0% | -64.9% |
| 5Y | +5.2% | +22.1% | -16.9% | -7.1% |
| 10Y | +4,178.1% | +132.5% | +4,045.7% | +2,947.2% |
| All | +130.0% | +717.9% | -587.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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