+313.6%
IVV vs CELH
+3,704.3%
-3,390.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | -2.0% | -15.8% | +13.7% | -0.6% |
| 30D | -1.6% | -5.2% | +3.6% | -1.3% |
| 3M | +4.8% | -6.1% | +10.9% | +4.7% |
| 6M | +12.6% | -40.9% | +53.4% | +16.8% |
| YTD | +11.8% | -41.8% | +53.6% | +15.9% |
| 1Y | +17.6% | -52.6% | +70.2% | +23.4% |
| 3Y | +77.0% | -60.4% | +137.4% | +83.2% |
| 5Y | +82.6% | -12.6% | +95.2% | +67.8% |
| All | +313.6% | +3,704.3% | -3,390.7% | +183.9% |
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