+93.0%
CHRW vs IEF
-8.6%
+101.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +1.9% | -0.6% | +2.5% | +1.9% |
| 3M | -21.2% | -1.0% | -20.2% | -21.1% |
| 6M | -16.7% | -3.1% | -13.6% | -16.5% |
| YTD | -5.4% | -1.9% | -3.5% | -5.2% |
| 1Y | +21.2% | -1.4% | +22.5% | +21.3% |
| 3Y | +86.5% | +9.8% | +76.7% | +83.4% |
| 5Y | +93.0% | -8.8% | +101.9% | +94.9% |
| All | +93.0% | -8.6% | +101.6% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling