+91.5%
CRWD vs IYR
+3.8%
+87.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.7% |
| 7D | +2.2% | -0.9% | +3.1% | +1.6% |
| 30D | -7.7% | -2.4% | -5.3% | -9.2% |
| 3M | +28.9% | -2.0% | +30.9% | +27.3% |
| 6M | +91.5% | +2.5% | +89.0% | +86.0% |
| All | +91.5% | +3.8% | +87.7% | +86.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling