+122.7%
CHRW vs IBN
+364.2%
-241.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -3.4% | +15.8% | -19.2% | -5.5% |
| 30D | -9.4% | +25.1% | -34.4% | -12.4% |
| 3M | -12.6% | +16.0% | -28.6% | -14.6% |
| 6M | -24.2% | +32.8% | -56.9% | -27.6% |
| YTD | -18.9% | +18.0% | -36.9% | -21.2% |
| 1Y | -13.7% | +15.9% | -29.6% | -16.0% |
| 3Y | +72.6% | +57.6% | +14.9% | +59.6% |
| 5Y | +55.6% | +74.7% | -19.1% | +41.0% |
| 10Y | +122.7% | +373.9% | -251.2% | +79.6% |
| All | +122.7% | +364.2% | -241.4% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling