+86.8%
CHRW vs IBB
+22.5%
+64.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | -3.5% | +10.5% | -14.0% | -7.0% |
| 3M | -19.4% | +23.6% | -43.0% | -25.6% |
| 6M | -21.4% | +22.6% | -44.0% | -27.3% |
| YTD | -7.1% | +25.7% | -32.8% | -15.1% |
| 1Y | +17.8% | +51.4% | -33.6% | +0.4% |
| 3Y | +78.8% | +64.4% | +14.4% | +45.8% |
| All | +86.8% | +22.5% | +64.4% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling