+66.0%
IWM vs CRWD
+404.6%
-338.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.2% |
| 7D | +1.4% | -2.3% | +3.8% | +1.7% |
| 30D | -2.3% | -2.1% | -0.2% | -2.5% |
| 3M | +4.0% | +27.5% | -23.6% | -1.6% |
| 6M | +17.9% | +95.8% | -77.9% | +1.9% |
| YTD | +20.2% | +79.2% | -59.0% | +5.2% |
| 1Y | +25.0% | +96.3% | -71.3% | +7.0% |
| 3Y | +66.0% | +399.8% | -333.8% | +7.5% |
| All | +66.0% | +404.6% | -338.6% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling