+25.8%
IWM vs CRWD
+210.3%
-184.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | +0.3% | -7.7% | +8.0% | +1.9% |
| 30D | +0.6% | -17.9% | +18.5% | +4.3% |
| 3M | -6.2% | +0.3% | -6.5% | -7.5% |
| 6M | -0.8% | +71.1% | -71.9% | -13.6% |
| YTD | +14.8% | +92.6% | -77.9% | -3.8% |
| 1Y | +16.1% | +62.0% | -45.8% | +1.3% |
| 3Y | +71.5% | +360.0% | -288.5% | +11.9% |
| 5Y | +25.8% | +220.7% | -195.0% | -16.9% |
| All | +25.8% | +210.3% | -184.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling