+294.5%
CRWD vs IOT
+55.2%
+239.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | +0.4% |
| 7D | +2.2% | +5.1% | -2.9% | +0.2% |
| 30D | -7.7% | -3.0% | -4.7% | -6.3% |
| 3M | +28.9% | +15.0% | +13.9% | +21.0% |
| 6M | +91.5% | +13.1% | +78.3% | +80.3% |
| YTD | +77.3% | +9.0% | +68.3% | +67.4% |
| 1Y | +96.3% | +0.1% | +96.1% | +89.7% |
| 3Y | +394.5% | +26.4% | +368.1% | +311.6% |
| All | +294.5% | +55.2% | +239.3% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling