+1,348.4%
CRWD vs IRM
+432.1%
+916.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -2.3% | +1.6% | -4.0% | -2.8% |
| 30D | -2.1% | -4.2% | +2.1% | -0.6% |
| 3M | +27.5% | -5.4% | +32.9% | +29.5% |
| 6M | +95.8% | +12.0% | +83.8% | +86.6% |
| YTD | +79.2% | +42.0% | +37.2% | +56.5% |
| 1Y | +96.3% | +29.9% | +66.4% | +75.8% |
| 3Y | +399.8% | +104.4% | +295.4% | +270.8% |
| 5Y | +216.7% | +191.0% | +25.7% | +109.4% |
| All | +1,348.4% | +432.1% | +916.3% | +701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling