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  • CRS vs IWD✓SelectedUSD · IWDCRS vs IWD performance historyLatest closeAs of-3.53%09/08
Stock and ETF performance explorer

CRS vs IWD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,327.0%
IWD return
+195.2%
Excess return
+1,131.8%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioIWDExcessAlpha
1D-3.5%-0.8%-2.7%-2.1%
7D-3.1%-0.2%-2.9%-2.8%
30D-19.6%-0.8%-18.8%-18.6%
3M-8.1%+8.0%-16.1%-20.1%
6M+18.6%+18.2%+0.4%-11.4%
YTD+45.9%+22.3%+23.5%+2.3%
1Y+82.5%+28.9%+53.6%+17.0%
3Y+648.9%+71.5%+577.4%+193.9%
5Y+1,438.1%+73.6%+1,364.5%+509.8%
10Y+1,327.0%+194.7%+1,132.3%+135.5%
All+1,327.0%+195.2%+1,131.8%+135.5%

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