+129.9%
CHRW vs IRM
+520.0%
-390.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +7.3% | +6.8% | +0.5% | +5.7% |
| 30D | -3.6% | +2.6% | -6.2% | -4.2% |
| 3M | -9.6% | -9.5% | -0.1% | -7.8% |
| 6M | -17.0% | -8.5% | -8.5% | -16.0% |
| YTD | -15.4% | +40.3% | -55.7% | -23.6% |
| 1Y | -10.0% | +28.7% | -38.7% | -17.0% |
| 3Y | +82.2% | +111.8% | -29.7% | +44.5% |
| 5Y | +59.4% | +189.1% | -129.7% | +15.8% |
| All | +129.9% | +520.0% | -390.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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