-55.5%
CELH vs IWD
+70.9%
-126.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.6% |
| 7D | -3.8% | -0.2% | -3.6% | -3.5% |
| 30D | +6.4% | -0.8% | +7.2% | +7.6% |
| 3M | +5.6% | +8.0% | -2.5% | -3.1% |
| 6M | -31.1% | +18.2% | -49.3% | -43.6% |
| YTD | -35.4% | +22.3% | -57.7% | -49.2% |
| 1Y | -46.9% | +28.9% | -75.8% | -60.7% |
| All | -55.5% | +70.9% | -126.4% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling