-59.1%
CELH vs IVZ
+134.7%
-193.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | -11.2% | -2.4% | -8.8% | -10.5% |
| 30D | -1.4% | +3.0% | -4.5% | -2.3% |
| 3M | -4.2% | +14.9% | -19.0% | -8.3% |
| 6M | -40.5% | +36.7% | -77.2% | -46.6% |
| YTD | -40.5% | +25.7% | -66.2% | -45.5% |
| 1Y | -53.0% | +47.7% | -100.7% | -59.4% |
| 3Y | -59.1% | +138.8% | -197.9% | -70.9% |
| All | -59.1% | +134.7% | -193.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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