-59.1%
CELH vs IOT
+23.8%
-82.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -11.2% | -4.5% | -6.7% | -10.4% |
| 30D | -1.4% | -2.4% | +1.0% | -1.2% |
| 3M | -4.2% | +19.0% | -23.1% | -7.3% |
| 6M | -40.5% | +19.6% | -60.1% | -43.0% |
| YTD | -40.5% | +8.3% | -48.8% | -42.5% |
| 1Y | -53.0% | -0.8% | -52.2% | -54.0% |
| 3Y | -59.1% | +24.4% | -83.5% | -62.9% |
| All | -59.1% | +23.8% | -82.9% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling