-41.1%
CELH vs IWD
+84.7%
-125.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | +6.2% | +1.7% | +4.5% | +4.2% |
| 30D | +14.2% | +3.2% | +11.0% | +10.2% |
| 3M | +15.5% | +2.3% | +13.2% | +12.7% |
| 6M | +7.7% | +12.9% | -5.2% | -5.7% |
| YTD | -30.3% | +26.2% | -56.5% | -46.3% |
| 1Y | -29.0% | +28.3% | -57.3% | -46.3% |
| All | -41.1% | +84.7% | -125.8% | -69.4% |
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