+1,369.7%
CRWD vs IWD
+138.9%
+1,230.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -2.4% | -0.3% | -2.2% | -2.2% |
| 30D | +1.5% | +0.6% | +1.0% | +1.0% |
| 3M | +18.5% | +7.2% | +11.3% | +11.4% |
| 6M | +109.1% | +16.2% | +92.9% | +82.2% |
| YTD | +81.8% | +23.3% | +58.5% | +50.1% |
| 1Y | +106.7% | +29.6% | +77.1% | +63.3% |
| 3Y | +428.7% | +70.5% | +358.2% | +232.3% |
| 5Y | +206.4% | +73.5% | +132.9% | +93.3% |
| All | +1,369.7% | +138.9% | +1,230.8% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling