-12.6%
CELH vs IOVA
-66.4%
+53.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.2% | -3.3% |
| 7D | -15.8% | -6.4% | -9.3% | -15.2% |
| 30D | -5.2% | +25.4% | -30.6% | -7.3% |
| 3M | -6.1% | +115.3% | -121.5% | -15.0% |
| 6M | -40.9% | +56.5% | -97.4% | -45.0% |
| YTD | -41.8% | +198.2% | -239.9% | -50.7% |
| 1Y | -52.6% | +242.0% | -294.6% | -61.4% |
| 3Y | -60.4% | +36.8% | -97.2% | -69.9% |
| 5Y | -12.6% | -64.3% | +51.6% | -7.0% |
| All | -12.6% | -66.4% | +53.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling