-3.9%
CRM vs IWD
+72.1%
-76.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | -8.1% | -2.3% | -5.8% | -5.5% |
| 30D | +23.1% | -1.8% | +24.8% | +25.7% |
| 3M | +42.5% | +8.0% | +34.5% | +30.1% |
| 6M | +25.3% | +17.0% | +8.3% | +2.8% |
| YTD | -7.8% | +21.3% | -29.1% | -28.0% |
| 1Y | +1.0% | +27.9% | -26.9% | -26.5% |
| 3Y | +10.0% | +70.1% | -60.1% | -45.8% |
| 5Y | -3.9% | +74.2% | -78.1% | -52.9% |
| All | -3.9% | +72.1% | -76.0% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling