+107.9%
IWM vs CRWD
+1,215.7%
-1,107.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | -4.4% | -5.9% | +1.5% | -3.9% |
| 3M | +2.2% | +29.0% | -26.7% | -3.4% |
| 6M | +14.0% | +91.5% | -77.4% | -0.7% |
| YTD | +17.4% | +78.2% | -60.9% | +3.1% |
| 1Y | +22.9% | +96.6% | -73.7% | +5.7% |
| 3Y | +62.1% | +397.0% | -335.0% | +14.0% |
| 5Y | +38.2% | +218.9% | -180.7% | -0.2% |
| All | +107.9% | +1,215.7% | -1,107.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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