+107.3%
CELH vs IVZ
+162.2%
-54.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.3% |
| 7D | -11.7% | +1.2% | -12.8% | -12.0% |
| 30D | +1.6% | +1.8% | -0.2% | +1.0% |
| 3M | -2.0% | +15.7% | -17.7% | -6.4% |
| 6M | -36.2% | +36.3% | -72.5% | -42.3% |
| YTD | -39.6% | +24.9% | -64.5% | -44.2% |
| 1Y | -50.7% | +48.9% | -99.6% | -56.8% |
| 3Y | -58.9% | +136.8% | -195.7% | -69.4% |
| 5Y | -5.4% | +60.0% | -65.4% | -21.6% |
| 10Y | +3,848.6% | +63.4% | +3,785.2% | +2,905.3% |
| All | +107.3% | +162.2% | -54.9% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling