+1,348.4%
CRWD vs IWF
+233.0%
+1,115.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | -2.3% | +1.5% | -3.8% | -4.2% |
| 30D | -2.1% | -1.3% | -0.8% | +0.1% |
| 3M | +27.5% | +0.1% | +27.4% | +28.0% |
| 6M | +95.8% | +10.3% | +85.6% | +73.5% |
| YTD | +79.2% | +4.2% | +75.1% | +71.6% |
| 1Y | +96.3% | +9.3% | +86.9% | +77.2% |
| 3Y | +399.8% | +79.3% | +320.4% | +146.0% |
| 5Y | +216.7% | +73.8% | +143.0% | +67.1% |
| All | +1,348.4% | +233.0% | +1,115.4% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling