+1,340.4%
CRWD vs IEFA
+102.1%
+1,238.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.4% |
| 7D | -2.8% | -2.4% | -0.4% | -0.4% |
| 30D | -5.9% | -2.1% | -3.8% | -3.9% |
| 3M | +29.0% | +5.5% | +23.4% | +22.2% |
| 6M | +91.5% | +8.1% | +83.3% | +75.5% |
| YTD | +78.2% | +11.9% | +66.3% | +57.0% |
| 1Y | +96.6% | +18.1% | +78.6% | +64.0% |
| 3Y | +397.0% | +65.5% | +331.6% | +192.6% |
| 5Y | +218.9% | +50.1% | +168.8% | +106.4% |
| All | +1,340.4% | +102.1% | +1,238.3% | +572.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling