+178.3%
CHRW vs IFF
-20.3%
+198.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | +3.5% | -3.2% | +6.7% | +4.3% |
| 30D | +4.6% | -0.3% | +4.9% | +4.6% |
| 3M | -19.7% | +8.4% | -28.2% | -21.6% |
| 6M | -12.4% | +23.0% | -35.4% | -17.9% |
| YTD | -3.9% | +25.5% | -29.4% | -11.1% |
| 1Y | +18.4% | +29.1% | -10.7% | +8.4% |
| 3Y | +88.8% | +31.7% | +57.2% | +69.4% |
| 5Y | +93.5% | -35.2% | +128.8% | +105.9% |
| All | +178.3% | -20.3% | +198.6% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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