+17.3%
CHRW vs IP
-18.9%
+36.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.8% |
| 7D | -1.8% | -5.3% | +3.4% | -2.2% |
| 30D | -3.9% | -10.9% | +7.0% | -4.6% |
| 3M | -19.7% | +11.2% | -30.9% | -19.7% |
| 6M | -21.7% | -10.2% | -11.5% | -25.1% |
| YTD | -7.5% | -2.0% | -5.5% | -7.8% |
| 1Y | +17.3% | -19.1% | +36.4% | +5.7% |
| All | +17.3% | -18.9% | +36.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling