+39.6%
IWM vs CELH
-5.9%
+45.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.5% |
| 7D | -1.1% | -11.7% | +10.5% | +0.5% |
| 30D | -3.1% | +1.6% | -4.7% | -3.5% |
| 3M | +2.2% | -2.0% | +4.2% | +1.5% |
| 6M | +15.1% | -36.2% | +51.3% | +20.8% |
| YTD | +18.6% | -39.6% | +58.1% | +25.0% |
| 1Y | +24.0% | -50.7% | +74.7% | +33.4% |
| 3Y | +63.7% | -58.9% | +122.6% | +73.4% |
| All | +39.6% | -5.9% | +45.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling