+380.0%
CRWD vs IEFA
+65.7%
+314.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.0% |
| 7D | -3.0% | -1.6% | -1.4% | -1.5% |
| 30D | -6.8% | -1.5% | -5.3% | -5.4% |
| 3M | +19.6% | +3.4% | +16.2% | +15.7% |
| 6M | +87.1% | +9.5% | +77.6% | +69.7% |
| YTD | +76.4% | +13.0% | +63.4% | +53.2% |
| 1Y | +90.8% | +18.0% | +72.8% | +57.8% |
| 3Y | +380.0% | +65.4% | +314.6% | +165.6% |
| All | +380.0% | +65.7% | +314.3% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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