+1,462.8%
CRWD vs IAU
+186.3%
+1,276.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.5% | -4.6% | +9.1% | +5.8% |
| 30D | -9.1% | -5.4% | -3.7% | -7.8% |
| 3M | +0.5% | -10.9% | +11.4% | +3.5% |
| 6M | +61.1% | -17.4% | +78.5% | +69.2% |
| YTD | +93.4% | -10.2% | +103.6% | +94.6% |
| 1Y | +71.1% | -7.1% | +78.2% | +69.8% |
| 3Y | +351.1% | +97.7% | +253.3% | +229.5% |
| 5Y | +218.8% | +105.3% | +113.5% | +124.0% |
| All | +1,462.8% | +186.3% | +1,276.6% | +767.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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