+127.0%
CHRW vs IBB
+139.6%
-12.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.0% |
| 7D | +0.2% | +2.7% | -2.5% | -0.7% |
| 30D | -9.4% | +6.3% | -15.7% | -11.3% |
| 3M | -13.3% | +11.1% | -24.3% | -16.8% |
| 6M | -24.2% | +29.2% | -53.4% | -31.3% |
| YTD | -18.9% | +30.2% | -49.1% | -26.9% |
| 1Y | -12.4% | +39.5% | -51.9% | -23.0% |
| 3Y | +72.2% | +92.3% | -20.1% | +33.5% |
| 5Y | +53.4% | +43.0% | +10.4% | +30.1% |
| 10Y | +127.0% | +137.1% | -10.1% | +62.6% |
| All | +127.0% | +139.6% | -12.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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