+130.0%
CELH vs IWD
+381.8%
-251.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | -7.0% | -0.3% | -6.8% | -6.8% |
| 30D | +5.2% | +0.6% | +4.6% | +4.8% |
| 3M | +10.5% | +7.2% | +3.3% | +4.4% |
| 6M | -32.7% | +16.2% | -48.9% | -40.5% |
| YTD | -33.0% | +23.3% | -56.3% | -43.6% |
| 1Y | -49.5% | +29.6% | -79.1% | -59.1% |
| 3Y | -52.6% | +70.5% | -123.1% | -69.0% |
| 5Y | +5.2% | +73.5% | -68.3% | -29.1% |
| 10Y | +4,178.1% | +198.3% | +3,979.8% | +1,980.2% |
| All | +130.0% | +381.8% | -251.8% | +9.7% |
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