+1,338.8%
CHRW vs IEF
+125.4%
+1,213.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | -0.1% |
| 7D | +7.3% | -2.0% | +9.3% | +5.6% |
| 30D | -3.6% | +0.7% | -4.3% | -3.1% |
| 3M | -9.6% | -2.5% | -7.1% | -11.4% |
| 6M | -17.0% | -2.6% | -14.4% | -18.7% |
| YTD | -15.4% | -3.2% | -12.2% | -17.6% |
| 1Y | -10.0% | -3.0% | -7.0% | -12.2% |
| 3Y | +82.2% | +10.5% | +71.6% | +98.2% |
| 5Y | +59.4% | -8.2% | +67.5% | +43.1% |
| 10Y | +129.7% | +6.7% | +123.0% | +147.1% |
| All | +1,338.8% | +125.4% | +1,213.4% | +4,344.9% |
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 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