+223.4%
CRWD vs IP
-15.4%
+238.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.8% |
| 7D | +5.8% | -0.9% | +6.7% | +6.1% |
| 30D | -12.0% | +6.7% | -18.7% | -13.4% |
| 3M | +3.6% | -16.6% | +20.2% | +7.5% |
| 6M | +68.3% | +6.0% | +62.4% | +63.3% |
| YTD | +96.2% | -10.7% | +106.8% | +96.6% |
| 1Y | +68.4% | -6.7% | +75.1% | +66.2% |
| 3Y | +368.4% | +17.1% | +351.3% | +294.4% |
| 5Y | +223.4% | -14.6% | +238.0% | +207.2% |
| All | +223.4% | -15.4% | +238.8% | +207.2% |
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