+238.9%
CRM vs IWD
+203.8%
+35.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.1% |
| 7D | -4.4% | -0.8% | -3.6% | -3.6% |
| 30D | +28.1% | -0.8% | +29.0% | +29.3% |
| 3M | +48.8% | +6.9% | +41.9% | +39.4% |
| 6M | +28.3% | +18.3% | +10.0% | +7.7% |
| YTD | -6.0% | +22.4% | -28.4% | -23.9% |
| 1Y | +1.4% | +27.4% | -26.0% | -21.3% |
| 3Y | +11.8% | +71.2% | -59.3% | -35.5% |
| 5Y | -2.0% | +75.7% | -77.7% | -43.7% |
| All | +238.9% | +203.8% | +35.1% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling