+88.4%
CHRW vs IFF
+29.7%
+58.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +4.4% | -2.8% | +7.1% | +4.9% |
| 30D | +5.5% | -1.1% | +6.6% | +5.7% |
| 3M | -17.3% | +13.8% | -31.1% | -19.4% |
| 6M | -12.7% | +16.7% | -29.3% | -15.8% |
| YTD | -4.1% | +26.1% | -30.2% | -10.3% |
| 1Y | +21.2% | +33.5% | -12.3% | +11.3% |
| All | +88.4% | +29.7% | +58.7% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling