+1,042.5%
CRH vs IWD
+712.7%
+329.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -4.8% | -2.3% | -2.4% | -2.2% |
| 30D | -13.1% | -1.8% | -11.3% | -11.3% |
| 3M | -12.0% | +8.0% | -20.0% | -18.9% |
| 6M | -16.9% | +17.0% | -33.9% | -29.5% |
| YTD | -29.0% | +21.3% | -50.3% | -41.9% |
| 1Y | -20.3% | +27.9% | -48.3% | -38.5% |
| 3Y | +69.2% | +70.1% | -0.8% | -2.6% |
| 5Y | +94.6% | +74.2% | +20.5% | +10.9% |
| 10Y | +250.3% | +199.6% | +50.7% | +15.3% |
| All | +1,042.5% | +712.7% | +329.8% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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