-10.0%
CRM vs IWD
+33.0%
-43.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.6% |
| 7D | -6.2% | +2.5% | -8.7% | -6.8% |
| 30D | -1.2% | +6.0% | -7.1% | -2.4% |
| 3M | +19.1% | +3.8% | +15.4% | +18.1% |
| 6M | +23.0% | +16.3% | +6.6% | +21.4% |
| YTD | -13.7% | +27.5% | -41.2% | -19.0% |
| 1Y | -10.0% | +32.8% | -42.8% | -20.3% |
| All | -10.0% | +33.0% | -43.0% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling