+46.2%
IBIT vs CELH
-45.8%
+92.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.7% |
| 7D | -9.2% | +0.8% | -10.0% | -9.3% |
| 30D | -15.8% | +19.3% | -35.1% | -17.5% |
| 3M | +8.5% | +12.6% | -4.1% | +6.9% |
| 6M | -13.7% | +16.4% | -30.1% | -15.8% |
| YTD | -21.6% | -29.1% | +7.6% | -19.8% |
| 1Y | -30.0% | -26.3% | -3.6% | -28.7% |
| All | +46.2% | -45.8% | +92.0% | +61.7% |
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