+355.9%
CRWD vs IP
+19.6%
+336.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -5.0% | -2.8% | -2.2% | -4.6% |
| 30D | -12.9% | +9.2% | -22.1% | -13.9% |
| 3M | +3.2% | -16.1% | +19.4% | +5.2% |
| 6M | +69.0% | +9.6% | +59.4% | +65.1% |
| YTD | +95.5% | -8.8% | +104.2% | +95.3% |
| 1Y | +64.6% | -5.5% | +70.1% | +63.3% |
| All | +355.9% | +19.6% | +336.3% | +332.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling