+166.4%
IWM vs CELH
+3,788.6%
-3,622.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -2.4% | -11.2% | +8.8% | -1.1% |
| 30D | -4.6% | -1.4% | -3.1% | -4.6% |
| 3M | -0.3% | -4.2% | +3.9% | -0.6% |
| 6M | +14.7% | -40.5% | +55.2% | +20.6% |
| YTD | +17.8% | -40.5% | +58.3% | +23.5% |
| 1Y | +21.2% | -53.0% | +74.2% | +29.7% |
| 3Y | +62.3% | -59.1% | +121.4% | +69.7% |
| 5Y | +38.7% | -10.7% | +49.4% | +23.9% |
| All | +166.4% | +3,788.6% | -3,622.2% | +58.1% |
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