+395.0%
IWM vs CELH
+269.5%
+125.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 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