+88.6%
CHRW vs IBN
+56.7%
+31.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.2% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | +0.9% | -2.3% | +3.2% | +1.3% |
| 3M | -19.9% | +15.9% | -35.7% | -22.7% |
| 6M | -15.8% | +5.6% | -21.4% | -17.2% |
| YTD | -5.6% | -0.1% | -5.5% | -6.3% |
| 1Y | +21.0% | -6.5% | +27.6% | +21.8% |
| 3Y | +86.0% | +29.3% | +56.7% | +72.4% |
| 5Y | +88.6% | +56.6% | +32.1% | +65.9% |
| All | +88.6% | +56.7% | +31.9% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling