+4,266.9%
CHRW vs IP
+86.0%
+4,180.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -1.4% | -5.3% | +3.9% | 0.0% |
| 30D | -3.5% | -10.9% | +7.4% | -0.5% |
| 3M | -19.4% | +11.2% | -30.6% | -22.6% |
| 6M | -21.4% | -10.2% | -11.1% | -20.5% |
| YTD | -7.1% | -2.0% | -5.1% | -8.8% |
| 1Y | +17.8% | -19.1% | +36.9% | +20.6% |
| 3Y | +78.8% | +20.9% | +57.9% | +57.9% |
| 5Y | +83.5% | -17.8% | +101.3% | +79.0% |
| 10Y | +160.2% | +23.5% | +136.7% | +115.1% |
| All | +4,266.9% | +86.0% | +4,180.9% | +2,505.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling