-49.5%
CELH vs IWF
+10.9%
-60.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | +0.5% | -7.6% | -7.4% |
| 30D | +5.2% | -0.4% | +5.6% | +5.5% |
| 3M | +10.5% | -2.6% | +13.1% | +12.8% |
| 6M | -32.7% | +9.1% | -41.9% | -39.0% |
| YTD | -33.0% | +4.5% | -37.5% | -36.4% |
| 1Y | -49.5% | +10.1% | -59.6% | -48.3% |
| All | -49.5% | +10.9% | -60.4% | -48.3% |
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