+143.1%
CELH vs IBB
+720.1%
-577.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.2% |
| 30D | +19.3% | +4.6% | +14.8% | +16.2% |
| 3M | +12.6% | +6.8% | +5.8% | +8.4% |
| 6M | +16.4% | +23.1% | -6.7% | +2.7% |
| YTD | -29.1% | +26.0% | -55.1% | -38.4% |
| 1Y | -26.3% | +30.4% | -56.7% | -37.2% |
| 3Y | -40.1% | +85.4% | -125.6% | -58.7% |
| 5Y | +16.7% | +39.7% | -23.0% | -2.9% |
| 10Y | +4,466.2% | +127.1% | +4,339.1% | +3,174.2% |
| All | +143.1% | +720.1% | -577.0% | +20.9% |
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