+292.5%
CRWD vs IOT
+54.1%
+238.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.0% | -4.5% | +1.5% | -1.2% |
| 30D | -6.8% | -2.4% | -4.3% | -5.5% |
| 3M | +19.6% | +19.0% | +0.6% | +10.9% |
| 6M | +87.1% | +19.6% | +67.4% | +72.7% |
| YTD | +76.4% | +8.3% | +68.1% | +67.0% |
| 1Y | +90.8% | -0.8% | +91.6% | +85.1% |
| 3Y | +380.0% | +24.4% | +355.6% | +302.0% |
| All | +292.5% | +54.1% | +238.3% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling