-9.7%
IGV vs CELH
-52.9%
+43.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -2.9% | -11.2% | +8.3% | -1.9% |
| 30D | -1.5% | -1.4% | -0.1% | -1.9% |
| 3M | +11.7% | -4.2% | +15.8% | +11.1% |
| 6M | +18.4% | -40.5% | +58.9% | +21.5% |
| YTD | -3.9% | -40.5% | +36.6% | -1.9% |
| 1Y | -9.7% | -53.0% | +43.3% | -5.4% |
| All | -9.7% | -52.9% | +43.2% | -5.4% |
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