+2.1%
CHRW vs IRE
-97.3%
+99.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +2.9% |
| 7D | +0.2% | -15.5% | +15.7% | +0.3% |
| 30D | -9.4% | -70.4% | +61.0% | -10.4% |
| 3M | -13.3% | -81.6% | +68.4% | -14.6% |
| 6M | -24.2% | -94.7% | +70.5% | -23.2% |
| YTD | -18.9% | -91.8% | +72.9% | -19.1% |
| 1Y | -12.4% | -97.6% | +85.2% | -13.6% |
| All | +2.1% | -97.3% | +99.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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