+1,325.8%
CRWD vs IFF
-33.4%
+1,359.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.0% | -3.2% | +0.2% | -2.1% |
| 30D | -6.8% | -0.3% | -6.5% | -6.9% |
| 3M | +19.6% | +8.4% | +11.1% | +16.3% |
| 6M | +87.1% | +23.0% | +64.0% | +72.4% |
| YTD | +76.4% | +25.5% | +51.0% | +60.4% |
| 1Y | +90.8% | +29.1% | +61.8% | +71.0% |
| 3Y | +380.0% | +31.7% | +348.3% | +315.1% |
| 5Y | +215.6% | -35.2% | +250.8% | +244.5% |
| All | +1,325.8% | -33.4% | +1,359.2% | +1,362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling