+3,715.3%
CHRW vs IRM
+3,855.6%
-140.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -5.1% | +1.7% | -2.1% |
| 30D | -9.4% | -3.3% | -6.1% | -8.7% |
| 3M | -12.6% | -8.2% | -4.5% | -11.0% |
| 6M | -24.2% | -12.8% | -11.4% | -22.0% |
| YTD | -18.9% | +36.6% | -55.5% | -27.1% |
| 1Y | -13.7% | +11.9% | -25.6% | -18.2% |
| 3Y | +72.6% | +105.1% | -32.5% | +35.1% |
| 5Y | +55.6% | +182.4% | -126.8% | +9.8% |
| 10Y | +122.7% | +505.1% | -382.4% | +20.2% |
| All | +3,715.3% | +3,855.6% | -140.3% | +1,007.8% |
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