+384.9%
CRWD vs IRM
+98.2%
+286.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | -5.9% | -7.8% | +1.9% | -3.4% |
| 3M | +29.0% | -7.9% | +36.8% | +31.9% |
| 6M | +91.5% | +6.3% | +85.1% | +85.3% |
| YTD | +78.2% | +38.2% | +40.1% | +56.1% |
| 1Y | +96.6% | +19.8% | +76.8% | +80.2% |
| All | +384.9% | +98.2% | +286.7% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling