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  • IWM vs CELH✓SelectedUSD · CELHIWM vs CELH performance historyLatest closeAs of-0.45%09/08
Stock and ETF performance explorer

IWM vs CELH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+395.0%
CELH return
+269.5%
Excess return
+125.5%
Maximum drawdown
-58.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCELHExcessAlpha
1D-0.5%-3.6%+3.1%-0.4%
7D+1.4%-3.8%+5.2%+1.5%
30D-2.3%+6.4%-8.7%-2.5%
3M+4.0%+5.6%-1.6%+3.6%
6M+17.9%-31.1%+49.1%+18.8%
YTD+20.2%-35.4%+55.6%+21.3%
1Y+25.0%-46.9%+71.8%+26.5%
3Y+66.0%-56.0%+122.0%+67.5%
5Y+40.0%+1.2%+38.8%+37.1%
10Y+166.9%+4,043.9%-3,877.1%+142.3%
All+395.0%+269.5%+125.5%+296.8%

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