+3,733.8%
CELH vs IONS
+87.6%
+3,646.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.7% |
| 7D | -11.2% | -6.7% | -4.5% | -10.0% |
| 30D | -1.4% | -4.1% | +2.7% | -0.6% |
| 3M | -4.2% | -26.6% | +22.4% | +0.7% |
| 6M | -40.5% | -27.5% | -12.9% | -37.3% |
| YTD | -40.5% | -31.5% | -9.0% | -36.7% |
| 1Y | -53.0% | -15.3% | -37.7% | -52.2% |
| 3Y | -59.1% | +31.3% | -90.3% | -63.7% |
| 5Y | -10.7% | +50.2% | -60.9% | -23.9% |
| All | +3,733.8% | +87.6% | +3,646.2% | +3,346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling