+380.0%
CRWD vs IEF
+9.0%
+371.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | -1.3% | -1.6% | -2.9% |
| 30D | -6.8% | -1.7% | -5.0% | -6.6% |
| 3M | +19.6% | -2.5% | +22.1% | +19.8% |
| 6M | +87.1% | -3.3% | +90.3% | +87.0% |
| YTD | +76.4% | -2.8% | +79.2% | +76.3% |
| 1Y | +90.8% | -2.7% | +93.5% | +90.8% |
| 3Y | +380.0% | +8.9% | +371.1% | +355.9% |
| All | +380.0% | +9.0% | +371.0% | +355.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling