-10.0%
CRS vs IWD
+28.9%
-38.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -3.0% |
| 7D | +4.8% | +2.3% | +2.5% | +1.3% |
| 30D | -23.2% | +3.6% | -26.8% | -27.3% |
| 3M | -45.5% | +2.2% | -47.7% | -47.3% |
| 6M | -33.1% | +13.0% | -46.1% | -46.4% |
| YTD | -7.2% | +26.5% | -33.7% | -39.6% |
| 1Y | -10.0% | +30.1% | -40.2% | -43.8% |
| All | -10.0% | +28.9% | -38.9% | -43.8% |
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