+120.4%
CHRW vs IVZ
+45.7%
+74.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +2.2% | -5.5% | -3.9% |
| 30D | -9.4% | -2.2% | -7.2% | -9.0% |
| 3M | -12.6% | -8.4% | -4.2% | -11.0% |
| 6M | -24.2% | +6.2% | -30.3% | -25.8% |
| YTD | -18.9% | +12.4% | -31.3% | -22.0% |
| 1Y | -13.7% | +26.0% | -39.7% | -19.3% |
| 3Y | +72.6% | +147.9% | -75.3% | +33.2% |
| 5Y | +55.6% | +38.8% | +16.8% | +34.3% |
| All | +120.4% | +45.7% | +74.7% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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