+25.8%
CELH vs IOT
+54.1%
-28.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -4.5% | -6.7% | -9.9% |
| 30D | -1.4% | -2.4% | +1.0% | -1.1% |
| 3M | -4.2% | +19.0% | -23.1% | -9.7% |
| 6M | -40.5% | +19.6% | -60.1% | -44.9% |
| YTD | -40.5% | +8.3% | -48.8% | -44.2% |
| 1Y | -53.0% | -0.8% | -52.2% | -55.1% |
| 3Y | -59.1% | +24.4% | -83.5% | -68.2% |
| All | +25.8% | +54.1% | -28.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling