+1,325.8%
CRWD vs IRM
+428.0%
+897.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.7% |
| 7D | -3.0% | -1.4% | -1.5% | -2.5% |
| 30D | -6.8% | -7.4% | +0.6% | -4.3% |
| 3M | +19.6% | -7.4% | +26.9% | +22.3% |
| 6M | +87.1% | +8.7% | +78.4% | +80.1% |
| YTD | +76.4% | +40.9% | +35.5% | +54.4% |
| 1Y | +90.8% | +20.5% | +70.3% | +75.5% |
| 3Y | +380.0% | +101.7% | +278.3% | +257.6% |
| 5Y | +215.6% | +197.7% | +18.0% | +108.0% |
| All | +1,325.8% | +428.0% | +897.8% | +691.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling