+1,340.4%
CRWD vs IWD
+134.9%
+1,205.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -2.8% | -2.3% | -0.5% | -0.8% |
| 30D | -5.9% | -1.8% | -4.1% | -4.4% |
| 3M | +29.0% | +8.0% | +20.9% | +20.3% |
| 6M | +91.5% | +17.0% | +74.5% | +65.9% |
| YTD | +78.2% | +21.3% | +56.9% | +49.4% |
| 1Y | +96.6% | +27.9% | +68.7% | +57.2% |
| 3Y | +397.0% | +70.1% | +327.0% | +213.5% |
| 5Y | +218.9% | +74.2% | +144.7% | +101.9% |
| All | +1,340.4% | +134.9% | +1,205.5% | +595.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling