+1,096.8%
IGV vs CELH
+245.5%
+851.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.6% |
| 7D | -1.5% | -11.7% | +10.1% | -1.2% |
| 30D | -3.0% | +1.6% | -4.6% | -3.1% |
| 3M | +9.6% | -2.0% | +11.5% | +9.5% |
| 6M | +16.1% | -36.2% | +52.3% | +17.3% |
| YTD | -3.6% | -39.6% | +35.9% | -2.6% |
| 1Y | -7.8% | -50.7% | +42.8% | -6.5% |
| 3Y | +40.0% | -58.9% | +98.9% | +41.5% |
| 5Y | +21.2% | -5.4% | +26.6% | +19.0% |
| 10Y | +364.4% | +3,848.6% | -3,484.2% | +326.5% |
| All | +1,096.8% | +245.5% | +851.3% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling