+18.3%
IVV vs CELH
-50.1%
+68.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.1% |
| 7D | -0.4% | -11.7% | +11.3% | +0.2% |
| 30D | -1.4% | +1.6% | -3.0% | -1.5% |
| 3M | +3.7% | -2.0% | +5.7% | +3.5% |
| 6M | +13.0% | -36.2% | +49.2% | +15.6% |
| YTD | +12.4% | -39.6% | +52.0% | +14.9% |
| All | +18.3% | -50.1% | +68.3% | +22.9% |
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 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