+206.6%
CRWD vs IP
-12.0%
+218.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | -13.4% | -5.1% | -8.3% | -12.4% |
| 30D | -18.3% | +8.5% | -26.8% | -19.9% |
| 3M | +4.6% | -13.8% | +18.4% | +7.7% |
| 6M | +85.4% | +5.7% | +79.6% | +79.9% |
| YTD | +85.1% | -9.1% | +94.2% | +84.8% |
| 1Y | +62.9% | -0.8% | +63.7% | +57.9% |
| 3Y | +364.5% | +14.8% | +349.7% | +297.4% |
| All | +206.6% | -12.0% | +218.7% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling