+66.3%
IBIT vs CELH
-53.8%
+120.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.5% |
| 7D | +1.1% | -11.7% | +12.8% | +2.5% |
| 30D | +22.2% | +1.6% | +20.7% | +22.0% |
| 3M | +26.0% | -2.0% | +28.0% | +25.6% |
| 6M | +13.2% | -36.2% | +49.4% | +17.7% |
| YTD | -10.8% | -39.6% | +28.8% | -7.0% |
| 1Y | -29.9% | -50.7% | +20.7% | -25.8% |
| All | +66.3% | -53.8% | +120.1% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling