+357.7%
IGV vs CELH
+3,788.6%
-3,430.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -2.9% | -11.2% | +8.3% | -1.5% |
| 30D | -1.5% | -1.4% | -0.1% | -1.6% |
| 3M | +11.7% | -4.2% | +15.8% | +11.4% |
| 6M | +18.4% | -40.5% | +58.9% | +25.0% |
| YTD | -3.9% | -40.5% | +36.6% | +1.0% |
| 1Y | -9.7% | -53.0% | +43.3% | -2.8% |
| 3Y | +38.4% | -59.1% | +97.5% | +45.2% |
| 5Y | +21.6% | -10.7% | +32.3% | +7.3% |
| All | +357.7% | +3,788.6% | -3,430.8% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling