+380.0%
CRWD vs IYR
+29.0%
+351.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -3.0% | -1.4% | -1.6% | -2.6% |
| 30D | -6.8% | -2.7% | -4.1% | -6.1% |
| 3M | +19.6% | -2.1% | +21.7% | +20.0% |
| 6M | +87.1% | +3.6% | +83.5% | +82.3% |
| YTD | +76.4% | +8.1% | +68.3% | +68.3% |
| 1Y | +90.8% | +4.7% | +86.1% | +84.6% |
| 3Y | +380.0% | +29.1% | +350.9% | +313.4% |
| All | +380.0% | +29.0% | +351.0% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling