-2.1%
IGV vs CELH
-50.1%
+48.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.0% |
| 7D | -4.5% | -7.0% | +2.5% | -3.9% |
| 30D | +3.2% | +5.2% | -2.0% | +1.9% |
| 3M | +4.5% | +10.5% | -6.0% | +2.8% |
| 6M | +22.1% | -32.7% | +54.8% | +23.7% |
| YTD | -1.0% | -33.0% | +31.9% | -0.2% |
| 1Y | -2.1% | -49.5% | +47.4% | +0.9% |
| All | -2.1% | -50.1% | +48.0% | +0.9% |
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