+122.5%
CRWV vs IEFA
+36.7%
+85.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -2.2% |
| 7D | -0.4% | -1.6% | +1.1% | +2.8% |
| 30D | -17.4% | -1.5% | -15.9% | -14.6% |
| 3M | -7.1% | +3.4% | -10.5% | -11.2% |
| 6M | +8.6% | +9.5% | -0.9% | -7.0% |
| YTD | +24.3% | +13.0% | +11.2% | +2.3% |
| 1Y | -21.0% | +18.0% | -39.0% | -39.4% |
| All | +122.5% | +36.7% | +85.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling