-9.9%
CHRW vs IVZ
+25.0%
-34.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -0.1% | -2.8% | +2.7% | +0.5% |
| 30D | -4.3% | -2.2% | -2.1% | -4.0% |
| 3M | -7.4% | -8.1% | +0.7% | -6.0% |
| 6M | -20.7% | +3.8% | -24.5% | -22.0% |
| YTD | -15.9% | +11.5% | -27.3% | -19.9% |
| 1Y | -9.9% | +23.7% | -33.6% | -16.5% |
| All | -9.9% | +25.0% | -34.8% | -16.5% |
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