+4,664.5%
CRS vs IWD
+749.4%
+3,915.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +1.8% |
| 7D | +4.4% | -0.6% | +4.9% | +5.5% |
| 30D | -19.1% | +3.6% | -22.7% | -23.4% |
| 3M | -43.2% | +2.7% | -45.9% | -45.6% |
| 6M | -28.9% | +13.2% | -42.1% | -41.3% |
| YTD | -3.0% | +26.8% | -29.7% | -32.3% |
| 1Y | -5.3% | +29.3% | -34.6% | -35.8% |
| 3Y | +363.5% | +85.1% | +278.4% | +85.9% |
| 5Y | +858.2% | +74.2% | +784.0% | +337.5% |
| 10Y | +862.9% | +204.6% | +658.3% | +127.0% |
| All | +4,664.5% | +749.4% | +3,915.1% | +255.3% |
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