+1,479.7%
CRWD vs IWD
+145.5%
+1,334.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.1% |
| 7D | -5.0% | -0.6% | -4.4% | -4.2% |
| 30D | -12.9% | +3.6% | -16.5% | -15.5% |
| 3M | +3.2% | +2.7% | +0.6% | +0.9% |
| 6M | +69.0% | +13.2% | +55.8% | +51.3% |
| YTD | +95.5% | +26.8% | +68.7% | +57.6% |
| 1Y | +64.6% | +29.3% | +35.3% | +30.3% |
| 3Y | +366.7% | +85.1% | +281.6% | +173.5% |
| 5Y | +226.2% | +74.2% | +152.0% | +103.7% |
| All | +1,479.7% | +145.5% | +1,334.2% | +634.2% |
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