+80.6%
CRWD vs IFF
+44.8%
+35.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -2.2% |
| 7D | -9.6% | -3.3% | -6.3% | -10.0% |
| 30D | -11.6% | +5.3% | -16.9% | -10.9% |
| 3M | +14.1% | +8.9% | +5.2% | +15.6% |
| 6M | +105.4% | +26.3% | +79.1% | +112.4% |
| YTD | +105.6% | +32.2% | +73.5% | +113.2% |
| 1Y | +80.6% | +45.8% | +34.8% | +93.2% |
| All | +80.6% | +44.8% | +35.7% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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