+4,266.9%
CHRW vs IRM
+4,040.5%
+226.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -3.5% | -8.1% | +4.6% | -1.3% |
| 3M | -19.4% | -9.7% | -9.7% | -17.6% |
| 6M | -21.4% | +10.0% | -31.4% | -24.2% |
| YTD | -7.1% | +43.0% | -50.1% | -17.3% |
| 1Y | +17.8% | +32.7% | -14.9% | +6.6% |
| 3Y | +78.8% | +102.7% | -23.9% | +40.9% |
| 5Y | +83.5% | +187.6% | -104.0% | +29.1% |
| 10Y | +160.2% | +420.1% | -259.9% | +47.1% |
| All | +4,266.9% | +4,040.5% | +226.4% | +1,156.9% |
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