+1,327.0%
CRS vs IWD
+195.2%
+1,131.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 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