+1,333.1%
CRWD vs IEF
+0.9%
+1,332.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | -7.7% | -0.6% | -7.1% | -7.6% |
| 3M | +28.9% | -1.0% | +29.9% | +29.3% |
| 6M | +91.5% | -3.1% | +94.5% | +93.0% |
| YTD | +77.3% | -1.9% | +79.2% | +78.1% |
| 1Y | +96.3% | -1.4% | +97.6% | +96.9% |
| 3Y | +394.5% | +9.8% | +384.7% | +375.4% |
| 5Y | +213.5% | -8.8% | +222.3% | +206.7% |
| All | +1,333.1% | +0.9% | +1,332.2% | +1,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling