+4,339.7%
CHRW vs IFF
+247.6%
+4,092.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +0.9% | -0.3% | +1.3% | +1.0% |
| 3M | -19.9% | +18.6% | -38.4% | -24.8% |
| 6M | -15.8% | +17.4% | -33.2% | -21.5% |
| YTD | -5.6% | +28.5% | -34.1% | -15.4% |
| 1Y | +21.0% | +32.5% | -11.5% | +6.9% |
| 3Y | +86.0% | +34.1% | +52.0% | +60.2% |
| 5Y | +88.6% | -35.2% | +123.8% | +102.9% |
| 10Y | +169.3% | -21.1% | +190.4% | +152.5% |
| All | +4,339.7% | +247.6% | +4,092.1% | +2,103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling