-53.0%
CELH vs IBKR
+46.7%
-99.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.3% |
| 7D | -11.2% | -1.3% | -9.9% | -10.7% |
| 30D | -1.4% | -0.2% | -1.2% | -1.6% |
| 3M | -4.2% | +3.0% | -7.1% | -5.9% |
| 6M | -40.5% | +33.9% | -74.3% | -48.6% |
| YTD | -40.5% | +42.5% | -83.0% | -52.0% |
| 1Y | -53.0% | +44.9% | -97.9% | -61.9% |
| All | -53.0% | +46.7% | -99.7% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling