+22.8%
IGV vs CELH
-12.7%
+35.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | 0.0% |
| 7D | -5.4% | -15.8% | +10.4% | -2.7% |
| 30D | -2.6% | -5.2% | +2.6% | -2.1% |
| 3M | +10.5% | -6.1% | +16.7% | +10.5% |
| 6M | +18.2% | -40.9% | +59.0% | +26.9% |
| YTD | -4.2% | -41.8% | +37.5% | +2.5% |
| 1Y | -9.8% | -52.6% | +42.8% | -1.1% |
| 3Y | +39.1% | -60.4% | +99.5% | +49.7% |
| All | +22.8% | -12.7% | +35.5% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling