+80.6%
CRWD vs IJR
+24.2%
+56.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.3% |
| 7D | -9.6% | +2.3% | -11.9% | -10.9% |
| 30D | -11.6% | +2.8% | -14.4% | -13.1% |
| 3M | +14.1% | -4.6% | +18.7% | +17.7% |
| 6M | +105.4% | +5.7% | +99.8% | +99.6% |
| YTD | +105.6% | +19.9% | +85.7% | +86.3% |
| 1Y | +80.6% | +24.2% | +56.4% | +60.4% |
| All | +80.6% | +24.2% | +56.4% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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