-7.5%
IGV vs CELH
-47.2%
+39.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | -7.5% | +9.9% | -17.4% | -8.3% |
| 30D | -5.6% | +11.7% | -17.4% | -6.7% |
| 3M | +1.5% | +4.1% | -2.6% | +0.1% |
| 6M | +17.1% | -8.4% | +25.5% | +16.0% |
| YTD | -2.0% | -32.8% | +30.8% | -1.5% |
| 1Y | -7.5% | -48.4% | +40.9% | -5.1% |
| All | -7.5% | -47.2% | +39.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling