+1,325.8%
CRWD vs IJR
+109.1%
+1,216.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | -3.0% | -2.2% | -0.8% | -1.5% |
| 30D | -6.8% | -4.6% | -2.2% | -3.6% |
| 3M | +19.6% | +0.2% | +19.4% | +19.5% |
| 6M | +87.1% | +14.7% | +72.4% | +69.4% |
| YTD | +76.4% | +18.9% | +57.6% | +55.6% |
| 1Y | +90.8% | +19.9% | +70.9% | +67.4% |
| 3Y | +380.0% | +53.0% | +327.0% | +253.4% |
| 5Y | +215.6% | +40.9% | +174.8% | +147.6% |
| All | +1,325.8% | +109.1% | +1,216.7% | +793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling