+3,733.8%
CELH vs IWD
+203.8%
+3,530.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.2% |
| 7D | -11.2% | -0.8% | -10.4% | -10.3% |
| 30D | -1.4% | -0.8% | -0.6% | -0.2% |
| 3M | -4.2% | +6.9% | -11.1% | -11.1% |
| 6M | -40.5% | +18.3% | -58.7% | -51.2% |
| YTD | -40.5% | +22.4% | -62.8% | -53.2% |
| 1Y | -53.0% | +27.4% | -80.4% | -64.6% |
| 3Y | -59.1% | +71.2% | -130.2% | -78.3% |
| 5Y | -10.7% | +75.7% | -86.4% | -51.4% |
| All | +3,733.8% | +203.8% | +3,530.0% | +1,594.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling