-12.6%
CELH vs IONS
+53.9%
-66.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -15.8% | -4.3% | -11.5% | -14.7% |
| 30D | -5.2% | +0.4% | -5.6% | -5.3% |
| 3M | -6.1% | -24.1% | +18.0% | -0.6% |
| 6M | -40.9% | -26.4% | -14.4% | -36.9% |
| YTD | -41.8% | -29.7% | -12.1% | -37.1% |
| 1Y | -52.6% | -13.0% | -39.6% | -52.1% |
| 3Y | -60.4% | +35.0% | -95.4% | -68.3% |
| 5Y | -12.6% | +54.2% | -66.8% | -43.6% |
| All | -12.6% | +53.9% | -66.6% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling