-49.5%
CELH vs IWD
+30.5%
-80.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.2% |
| 7D | -7.0% | -0.3% | -6.8% | -6.7% |
| 30D | +5.2% | +0.6% | +4.6% | +4.7% |
| 3M | +10.5% | +7.2% | +3.3% | +2.7% |
| 6M | -32.7% | +16.2% | -48.9% | -44.8% |
| YTD | -33.0% | +23.3% | -56.3% | -50.7% |
| 1Y | -49.5% | +29.6% | -79.1% | -66.9% |
| All | -49.5% | +30.5% | -80.0% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling