+1,325.8%
CRWD vs IJH
+117.6%
+1,208.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.7% |
| 7D | -3.0% | -1.9% | -1.1% | -1.4% |
| 30D | -6.8% | -4.6% | -2.1% | -2.7% |
| 3M | +19.6% | -1.2% | +20.7% | +21.1% |
| 6M | +87.1% | +9.4% | +77.7% | +72.6% |
| YTD | +76.4% | +13.3% | +63.1% | +57.6% |
| 1Y | +90.8% | +13.4% | +77.4% | +70.6% |
| 3Y | +380.0% | +50.4% | +329.5% | +238.2% |
| 5Y | +215.6% | +49.0% | +166.7% | +128.7% |
| All | +1,325.8% | +117.6% | +1,208.2% | +697.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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