+64.4%
IBIT vs CELH
-54.5%
+118.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -3.2% | -11.2% | +8.0% | -2.0% |
| 30D | +22.0% | -1.4% | +23.4% | +22.1% |
| 3M | +21.4% | -4.2% | +25.6% | +21.3% |
| 6M | +9.2% | -40.5% | +49.7% | +14.4% |
| YTD | -11.8% | -40.5% | +28.6% | -8.0% |
| 1Y | -32.7% | -53.0% | +20.3% | -28.4% |
| All | +64.4% | -54.5% | +118.9% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling