+1,298.7%
CRDO vs IWF
+87.7%
+1,211.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +0.2% |
| 7D | -4.5% | -0.9% | -3.5% | -2.7% |
| 30D | -39.2% | -1.7% | -37.5% | -36.9% |
| 3M | -38.5% | +0.7% | -39.1% | -37.5% |
| 6M | +40.6% | +8.6% | +32.0% | +25.9% |
| YTD | +13.2% | +3.5% | +9.7% | +11.2% |
| 1Y | +2.3% | +7.0% | -4.8% | -2.5% |
| 3Y | +942.5% | +76.3% | +866.2% | +455.6% |
| All | +1,298.7% | +87.7% | +1,211.0% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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