+107.3%
CELH vs IWF
+979.4%
-872.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.1% |
| 7D | -11.7% | +0.5% | -12.2% | -12.1% |
| 30D | +1.6% | -1.4% | +3.0% | +2.6% |
| 3M | -2.0% | +0.4% | -2.4% | -2.9% |
| 6M | -36.2% | +8.5% | -44.6% | -41.2% |
| YTD | -39.6% | +3.7% | -43.2% | -42.2% |
| 1Y | -50.7% | +8.5% | -59.1% | -54.5% |
| 3Y | -58.9% | +78.5% | -137.4% | -76.3% |
| 5Y | -5.4% | +73.6% | -79.0% | -40.9% |
| 10Y | +3,848.6% | +421.3% | +3,427.3% | +1,120.8% |
| All | +107.3% | +979.4% | -872.1% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling