+218.9%
CRWD vs IBN
+52.7%
+166.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -2.8% | -5.5% | +2.6% | 0.0% |
| 30D | -5.9% | -3.4% | -2.5% | -4.4% |
| 3M | +29.0% | +8.7% | +20.3% | +22.9% |
| 6M | +91.5% | +3.7% | +87.8% | +86.1% |
| YTD | +78.2% | -2.4% | +80.6% | +78.1% |
| 1Y | +96.6% | -8.1% | +104.7% | +102.0% |
| 3Y | +397.0% | +26.3% | +370.7% | +301.0% |
| 5Y | +218.9% | +54.9% | +163.9% | +115.5% |
| All | +218.9% | +52.7% | +166.1% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling