+122.5%
CRWV vs IFF
+10.1%
+112.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.4% | -3.2% | +2.8% | +0.4% |
| 30D | -17.4% | -0.3% | -17.1% | -17.4% |
| 3M | -7.1% | +8.4% | -15.5% | -9.9% |
| 6M | +8.6% | +23.0% | -14.5% | -1.7% |
| YTD | +24.3% | +25.5% | -1.2% | +9.2% |
| 1Y | -21.0% | +29.1% | -50.1% | -32.2% |
| All | +122.5% | +10.1% | +112.4% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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