+8.6%
CRWV vs IYR
+3.0%
+5.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | +0.5% |
| 7D | -0.4% | -1.4% | +0.9% | -1.7% |
| 30D | -17.4% | -2.7% | -14.7% | -19.4% |
| 3M | -7.1% | -2.1% | -4.9% | -9.2% |
| 6M | +8.6% | +3.6% | +5.0% | +0.4% |
| All | +8.6% | +3.0% | +5.6% | +0.4% |
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 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