-53.0%
CELH vs IOVA
+259.8%
-312.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.4% | +2.9% |
| 7D | -11.2% | -2.2% | -9.1% | -11.5% |
| 30D | -1.4% | +27.6% | -29.0% | +1.9% |
| 3M | -4.2% | +117.2% | -121.3% | +9.0% |
| 6M | -40.5% | +77.7% | -118.1% | -33.6% |
| YTD | -40.5% | +215.0% | -255.5% | -28.2% |
| 1Y | -53.0% | +255.4% | -308.4% | -27.3% |
| All | -53.0% | +259.8% | -312.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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