+225.5%
CRWD vs IWF
+73.7%
+151.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.2% |
| 7D | -3.0% | -0.9% | -2.1% | -1.7% |
| 30D | -6.8% | -1.7% | -5.1% | -3.9% |
| 3M | +19.6% | +0.7% | +18.9% | +18.9% |
| 6M | +87.1% | +8.6% | +78.5% | +66.9% |
| YTD | +76.4% | +3.5% | +72.9% | +69.3% |
| 1Y | +90.8% | +7.0% | +83.8% | +75.0% |
| 3Y | +380.0% | +76.3% | +303.6% | +115.3% |
| All | +225.5% | +73.7% | +151.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 5y: compounded portfolio wealth divided by compounded IWF 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…
5y analysis · Full analysis span regression · 6 months rolling