-6.1%
CELH vs IYR
+6.0%
-12.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.4% |
| 7D | -11.2% | -1.4% | -9.9% | -9.8% |
| 30D | -1.4% | -2.7% | +1.2% | +1.7% |
| 3M | -4.2% | -2.1% | -2.0% | -1.8% |
| 6M | -40.5% | +3.6% | -44.1% | -42.8% |
| YTD | -40.5% | +8.1% | -48.6% | -45.5% |
| 1Y | -53.0% | +4.7% | -57.7% | -55.5% |
| 3Y | -59.1% | +29.1% | -88.2% | -70.9% |
| All | -6.1% | +6.0% | -12.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 5y: compounded portfolio wealth divided by compounded IYR 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…
5y analysis · Full analysis span regression · 6 months rolling