+397.2%
IWM vs CELH
+283.2%
+114.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | +0.1% | -7.0% | +7.1% | +0.3% |
| 30D | -1.3% | +5.2% | -6.4% | -1.5% |
| 3M | +1.6% | +10.5% | -8.9% | +1.2% |
| 6M | +13.6% | -32.7% | +46.3% | +14.5% |
| YTD | +20.8% | -33.0% | +53.7% | +21.7% |
| 1Y | +26.4% | -49.5% | +76.0% | +28.2% |
| 3Y | +60.7% | -52.6% | +113.3% | +61.8% |
| 5Y | +38.2% | +5.2% | +33.0% | +35.1% |
| 10Y | +169.5% | +4,178.1% | -4,008.7% | +144.4% |
| All | +397.2% | +283.2% | +114.0% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling