+3,733.8%
CELH vs IRM
+440.8%
+3,293.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.4% |
| 7D | -11.2% | -1.4% | -9.8% | -10.6% |
| 30D | -1.4% | -7.4% | +5.9% | +1.5% |
| 3M | -4.2% | -7.4% | +3.2% | -1.7% |
| 6M | -40.5% | +8.7% | -49.1% | -43.4% |
| YTD | -40.5% | +40.9% | -81.4% | -49.7% |
| 1Y | -53.0% | +20.5% | -73.5% | -57.9% |
| 3Y | -59.1% | +101.7% | -160.8% | -72.8% |
| 5Y | -10.7% | +197.7% | -208.4% | -51.1% |
| All | +3,733.8% | +440.8% | +3,293.0% | +1,522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling