+6,032.9%
CRM vs IWD
+611.9%
+5,421.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.2% |
| 7D | +1.3% | -0.3% | +1.5% | +1.6% |
| 30D | +34.3% | +0.6% | +33.7% | +33.5% |
| 3M | +37.7% | +7.2% | +30.5% | +27.4% |
| 6M | +34.9% | +16.2% | +18.7% | +13.2% |
| YTD | -1.6% | +23.3% | -25.0% | -22.9% |
| 1Y | +7.1% | +29.6% | -22.4% | -20.5% |
| 3Y | +19.0% | +70.5% | -51.4% | -34.8% |
| 5Y | -1.3% | +73.5% | -74.7% | -45.8% |
| 10Y | +251.2% | +198.3% | +52.8% | +1.5% |
| All | +6,032.9% | +611.9% | +5,421.0% | +508.1% |
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