+1,996.5%
CHRW vs IBN
+1,772.2%
+224.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -0.1% | +11.1% | -11.2% | -1.9% |
| 30D | -4.3% | +23.9% | -28.1% | -7.8% |
| 3M | -7.4% | +16.3% | -23.7% | -9.9% |
| 6M | -20.7% | +34.2% | -54.9% | -24.8% |
| YTD | -15.9% | +17.6% | -33.4% | -18.5% |
| 1Y | -9.9% | +13.8% | -23.7% | -12.3% |
| 3Y | +79.0% | +57.0% | +21.9% | +63.9% |
| 5Y | +61.3% | +75.3% | -14.0% | +44.1% |
| 10Y | +128.5% | +388.7% | -260.1% | +63.2% |
| All | +1,996.5% | +1,772.2% | +224.3% | +942.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling