-59.9%
CELH vs IOVA
+36.1%
-96.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.2% | -3.7% |
| 7D | -15.8% | -6.4% | -9.3% | -15.8% |
| 30D | -5.2% | +25.4% | -30.6% | -5.1% |
| 3M | -6.1% | +115.3% | -121.5% | -6.3% |
| 6M | -40.9% | +56.5% | -97.4% | -40.6% |
| YTD | -41.8% | +198.2% | -239.9% | -42.8% |
| 1Y | -52.6% | +242.0% | -294.6% | -53.5% |
| All | -59.9% | +36.1% | -96.1% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling