-5.4%
CELH vs IWD
+72.9%
-78.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -5.6% |
| 7D | -11.7% | -1.2% | -10.5% | -9.9% |
| 30D | +1.6% | -1.6% | +3.2% | +4.5% |
| 3M | -2.0% | +7.0% | -9.0% | -11.7% |
| 6M | -36.2% | +17.0% | -53.1% | -50.5% |
| YTD | -39.6% | +21.6% | -61.2% | -56.1% |
| 1Y | -50.7% | +28.0% | -78.7% | -66.9% |
| 3Y | -58.9% | +70.6% | -129.4% | -84.0% |
| 5Y | -5.4% | +73.3% | -78.7% | -59.6% |
| All | -5.4% | +72.9% | -78.3% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling