+104.1%
CELH vs IEF
+83.0%
+21.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.1% |
| 7D | -11.2% | -1.3% | -9.9% | -11.8% |
| 30D | -1.4% | -1.7% | +0.3% | -2.3% |
| 3M | -4.2% | -2.5% | -1.6% | -5.5% |
| 6M | -40.5% | -3.3% | -37.2% | -41.5% |
| YTD | -40.5% | -2.8% | -37.7% | -41.4% |
| 1Y | -53.0% | -2.7% | -50.3% | -53.7% |
| 3Y | -59.1% | +8.9% | -68.0% | -57.2% |
| 5Y | -10.7% | -9.4% | -1.3% | -21.9% |
| 10Y | +3,788.6% | +3.7% | +3,784.9% | +3,735.1% |
| All | +104.1% | +83.0% | +21.1% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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