+312.0%
IVV vs CELH
+4,391.5%
-4,079.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | 0.0% |
| 7D | +3.3% | +6.2% | -2.8% | +2.8% |
| 30D | -2.7% | +14.2% | -16.8% | -3.8% |
| 3M | -1.7% | +15.5% | -17.2% | -3.2% |
| 6M | +3.2% | +7.7% | -4.5% | +1.6% |
| YTD | +12.0% | -30.3% | +42.3% | +14.2% |
| 1Y | +12.1% | -29.0% | +41.1% | +14.0% |
| 3Y | +78.6% | -44.5% | +123.2% | +79.5% |
| 5Y | +73.8% | +14.8% | +59.0% | +56.3% |
| All | +312.0% | +4,391.5% | -4,079.5% | +176.4% |
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 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