+80.6%
CRWD vs IEF
-1.9%
+82.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -9.6% | +0.9% | -10.5% | -9.8% |
| 30D | -11.6% | +3.1% | -14.7% | -12.6% |
| 3M | +14.1% | -1.4% | +15.5% | +16.6% |
| 6M | +105.4% | -1.6% | +107.0% | +108.5% |
| YTD | +105.6% | -2.1% | +107.8% | +104.8% |
| 1Y | +80.6% | -2.0% | +82.5% | +80.5% |
| All | +80.6% | -1.9% | +82.5% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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