+98.3%
CRS vs IWD
+30.5%
+67.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.8% |
| 7D | -0.2% | -0.3% | 0.0% | +0.2% |
| 30D | -16.6% | +0.6% | -17.2% | -17.6% |
| 3M | -3.5% | +7.2% | -10.7% | -15.3% |
| 6M | +15.4% | +16.2% | -0.8% | -14.4% |
| YTD | +51.2% | +23.3% | +27.9% | +1.4% |
| 1Y | +98.3% | +29.6% | +68.7% | +23.0% |
| All | +98.3% | +30.5% | +67.8% | +23.0% |
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