-13.7%
IBIT vs CELH
+9.8%
-23.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +7.0% |
| 6M | -13.7% | +16.4% | -30.1% | -16.0% |
| All | -13.7% | +9.8% | -23.5% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling