+1,479.8%
CHRW vs IEF
+129.4%
+1,350.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.6% |
| 30D | -3.5% | -0.8% | -2.7% | -4.1% |
| 3M | -19.4% | -1.0% | -18.4% | -20.0% |
| 6M | -21.4% | -2.8% | -18.6% | -23.2% |
| YTD | -7.1% | -1.5% | -5.6% | -8.2% |
| 1Y | +17.8% | -0.4% | +18.2% | +17.5% |
| 3Y | +78.8% | +9.7% | +69.1% | +92.8% |
| 5Y | +83.5% | -8.3% | +91.8% | +63.7% |
| 10Y | +160.2% | +4.6% | +155.6% | +172.7% |
| All | +1,479.8% | +129.4% | +1,350.4% | +4,850.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling