+178.3%
CHRW vs IEF
+3.8%
+174.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.5% | -1.3% | +4.8% | +3.0% |
| 30D | +4.6% | -1.7% | +6.3% | +4.0% |
| 3M | -19.7% | -2.5% | -17.2% | -20.3% |
| 6M | -12.4% | -3.3% | -9.2% | -13.4% |
| YTD | -3.9% | -2.8% | -1.1% | -4.8% |
| 1Y | +18.4% | -2.7% | +21.1% | +17.4% |
| 3Y | +88.8% | +8.9% | +79.9% | +94.5% |
| 5Y | +93.5% | -9.4% | +103.0% | +69.5% |
| All | +178.3% | +3.8% | +174.5% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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