+1,333.1%
CRWD vs IAG
+646.9%
+686.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | -7.7% | +11.4% | -19.2% | -9.1% |
| 3M | +28.9% | +33.0% | -4.1% | +24.0% |
| 6M | +91.5% | -6.0% | +97.5% | +90.6% |
| YTD | +77.3% | +24.6% | +52.8% | +69.6% |
| 1Y | +96.3% | +105.0% | -8.7% | +75.8% |
| 3Y | +394.5% | +837.9% | -443.4% | +267.2% |
| 5Y | +213.5% | +817.0% | -603.5% | +122.9% |
| All | +1,333.1% | +646.9% | +686.2% | +708.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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