+1,308.4%
CHRW vs IBB
+566.2%
+742.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -3.1% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | -7.3% | +5.1% | -12.3% | -9.4% |
| 3M | -14.2% | +10.7% | -24.9% | -18.4% |
| 6M | -25.1% | +22.9% | -48.0% | -32.1% |
| YTD | -21.2% | +26.7% | -47.9% | -29.7% |
| 1Y | -14.2% | +35.1% | -49.3% | -25.5% |
| 3Y | +63.5% | +80.2% | -16.7% | +24.0% |
| 5Y | +49.6% | +37.8% | +11.7% | +25.1% |
| 10Y | +129.4% | +161.2% | -31.8% | +37.2% |
| All | +1,308.4% | +566.2% | +742.2% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling