-48.4%
CELH vs IWF
-1.6%
-46.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | +9.9% | -4.2% | +14.1% | +12.6% |
| 30D | +11.7% | -8.1% | +19.9% | +17.7% |
| 3M | +4.1% | -5.1% | +9.2% | +7.2% |
| 6M | -8.4% | -1.4% | -7.0% | -10.1% |
| YTD | -32.8% | -0.1% | -32.7% | -33.9% |
| 1Y | -48.4% | -1.3% | -47.1% | -47.3% |
| All | -48.4% | -1.6% | -46.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling