+5,793.7%
CRM vs IWD
+606.1%
+5,187.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.0% |
| 7D | -3.5% | -0.2% | -3.3% | -3.3% |
| 30D | +29.3% | -0.8% | +30.0% | +30.4% |
| 3M | +36.8% | +8.0% | +28.8% | +25.6% |
| 6M | +23.9% | +18.2% | +5.7% | +2.1% |
| YTD | -5.5% | +22.3% | -27.8% | -25.2% |
| 1Y | -0.4% | +28.9% | -29.3% | -25.7% |
| 3Y | +12.8% | +71.5% | -58.8% | -38.7% |
| 5Y | -3.5% | +73.6% | -77.1% | -47.0% |
| 10Y | +238.4% | +194.7% | +43.8% | -0.7% |
| All | +5,793.7% | +606.1% | +5,187.6% | +489.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling