-10.0%
CHRW vs IVZ
+21.9%
-31.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +7.3% | +6.8% | +0.5% | +5.6% |
| 30D | -3.6% | +3.5% | -7.1% | -4.4% |
| 3M | -9.6% | -10.0% | +0.5% | -7.8% |
| 6M | -17.0% | +4.5% | -21.5% | -18.4% |
| YTD | -15.4% | +12.6% | -28.0% | -19.7% |
| 1Y | -10.0% | +24.4% | -34.4% | -16.8% |
| All | -10.0% | +21.9% | -31.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling