+122.5%
CRWV vs IYR
+8.8%
+113.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.4% | -1.4% | +0.9% | +0.2% |
| 30D | -17.4% | -2.7% | -14.7% | -16.5% |
| 3M | -7.1% | -2.1% | -4.9% | -7.3% |
| 6M | +8.6% | +3.6% | +5.0% | +1.7% |
| YTD | +24.3% | +8.1% | +16.1% | +11.4% |
| 1Y | -21.0% | +4.7% | -25.7% | -26.9% |
| All | +122.5% | +8.8% | +113.7% | +93.4% |
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