+3,607.0%
CHRW vs IRM
+3,703.5%
-96.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | +0.6% | -8.6% | +9.2% | +2.9% |
| 30D | -7.3% | -8.0% | +0.7% | -5.4% |
| 3M | -14.2% | -12.0% | -2.2% | -11.6% |
| 6M | -25.1% | -18.2% | -6.9% | -21.7% |
| YTD | -21.2% | +31.4% | -52.5% | -28.4% |
| 1Y | -14.2% | +9.2% | -23.3% | -18.1% |
| 3Y | +63.5% | +94.6% | -31.1% | +29.9% |
| 5Y | +49.6% | +170.2% | -120.6% | +6.8% |
| 10Y | +129.4% | +464.3% | -334.9% | +26.2% |
| All | +3,607.0% | +3,703.5% | -96.5% | +987.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling