-59.1%
CELH vs IQV
+22.1%
-81.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | -11.2% | -2.2% | -9.0% | -10.5% |
| 30D | -1.4% | +8.3% | -9.7% | -3.8% |
| 3M | -4.2% | +44.6% | -48.7% | -14.4% |
| 6M | -40.5% | +52.6% | -93.0% | -48.1% |
| YTD | -40.5% | +16.1% | -56.6% | -43.8% |
| 1Y | -53.0% | +37.3% | -90.3% | -58.2% |
| 3Y | -59.1% | +21.6% | -80.6% | -61.8% |
| All | -59.1% | +22.1% | -81.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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