+1,333.1%
CRWD vs IYR
+37.2%
+1,295.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.4% |
| 7D | +2.2% | -0.9% | +3.1% | +2.7% |
| 30D | -7.7% | -2.4% | -5.3% | -6.5% |
| 3M | +28.9% | -2.0% | +30.9% | +29.9% |
| 6M | +91.5% | +2.5% | +89.0% | +86.6% |
| YTD | +77.3% | +8.3% | +69.0% | +66.5% |
| 1Y | +96.3% | +6.5% | +89.8% | +86.0% |
| 3Y | +394.5% | +29.3% | +365.2% | +305.4% |
| 5Y | +213.5% | +5.7% | +207.8% | +194.0% |
| All | +1,333.1% | +37.2% | +1,295.9% | +1,127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling