+106.7%
CRWD vs IP
-18.9%
+125.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.9% |
| 7D | -2.4% | -5.3% | +2.8% | -2.4% |
| 30D | +1.5% | -10.9% | +12.4% | +1.8% |
| 3M | +18.5% | +11.2% | +7.4% | +16.8% |
| 6M | +109.1% | -10.2% | +119.3% | +107.8% |
| YTD | +81.8% | -2.0% | +83.8% | +81.7% |
| 1Y | +106.7% | -19.1% | +125.8% | +115.1% |
| All | +106.7% | -18.9% | +125.5% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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