-11.1%
CHRW vs IBN
+4.2%
-15.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | 0.0% |
| 7D | +4.9% | +8.9% | -4.0% | +4.4% |
| 30D | -4.8% | +12.6% | -17.5% | -5.3% |
| 3M | -13.1% | +3.1% | -16.2% | -13.1% |
| 6M | -16.3% | +20.6% | -36.9% | -19.7% |
| YTD | -15.8% | +5.8% | -21.6% | -19.9% |
| 1Y | -11.1% | +3.7% | -14.8% | -15.2% |
| All | -11.1% | +4.2% | -15.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling