-53.0%
CELH vs IJR
+21.9%
-74.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.8% |
| 7D | -11.2% | -2.2% | -9.1% | -9.5% |
| 30D | -1.4% | -4.6% | +3.1% | +2.5% |
| 3M | -4.2% | +0.2% | -4.4% | -3.7% |
| 6M | -40.5% | +14.7% | -55.2% | -46.9% |
| YTD | -40.5% | +18.9% | -59.3% | -49.4% |
| 1Y | -53.0% | +19.9% | -72.9% | -60.5% |
| All | -53.0% | +21.9% | -74.9% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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