+139.2%
CELH vs IWD
+393.1%
-253.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | +6.2% | +1.7% | +4.5% | +4.7% |
| 30D | +14.2% | +3.2% | +11.0% | +11.2% |
| 3M | +15.5% | +2.3% | +13.2% | +13.5% |
| 6M | +7.7% | +12.9% | -5.2% | -2.5% |
| YTD | -30.3% | +26.2% | -56.5% | -42.4% |
| 1Y | -29.0% | +28.3% | -57.3% | -42.0% |
| 3Y | -44.5% | +84.4% | -128.9% | -66.1% |
| 5Y | +14.8% | +73.0% | -58.2% | -22.7% |
| 10Y | +4,391.5% | +203.3% | +4,188.2% | +2,054.6% |
| All | +139.2% | +393.1% | -253.9% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling