+6,377.5%
CELH vs IOVA
-91.6%
+6,469.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.0% |
| 7D | -7.0% | +9.7% | -16.8% | -7.2% |
| 30D | +5.2% | +102.5% | -97.4% | +3.6% |
| 3M | +10.5% | +100.7% | -90.2% | +8.7% |
| 6M | -32.7% | +106.3% | -139.1% | -34.0% |
| YTD | -33.0% | +222.0% | -254.9% | -34.9% |
| 1Y | -49.5% | +299.5% | -349.1% | -51.4% |
| 3Y | -52.6% | +42.9% | -95.6% | -54.2% |
| 5Y | +5.2% | -65.0% | +70.2% | +3.0% |
| 10Y | +4,178.1% | +10.3% | +4,167.8% | +4,120.1% |
| All | +6,377.5% | -91.6% | +6,469.1% | +8,156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling