+174.5%
CHRW vs IRM
+418.7%
-244.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +4.1% | +3.0% | +1.0% | +3.4% |
| 30D | +1.9% | -5.2% | +7.1% | +3.0% |
| 3M | -21.2% | -8.0% | -13.1% | -20.0% |
| 6M | -16.7% | +9.2% | -25.8% | -19.1% |
| YTD | -5.4% | +41.0% | -46.4% | -14.2% |
| 1Y | +21.2% | +23.3% | -2.1% | +13.1% |
| 3Y | +86.5% | +102.8% | -16.4% | +50.5% |
| 5Y | +93.0% | +192.8% | -99.7% | +40.9% |
| 10Y | +174.5% | +439.6% | -265.1% | +69.8% |
| All | +174.5% | +418.7% | -244.2% | +69.8% |
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