+72.2%
CHRW vs IVZ
+145.9%
-73.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.8% | +1.4% |
| 7D | +0.2% | +4.1% | -3.9% | -0.7% |
| 30D | -9.4% | -2.0% | -7.3% | -9.1% |
| 3M | -13.3% | -7.8% | -5.4% | -11.9% |
| 6M | -24.2% | +6.3% | -30.5% | -25.7% |
| YTD | -18.9% | +12.6% | -31.4% | -21.9% |
| 1Y | -12.4% | +27.6% | -40.0% | -18.1% |
| 3Y | +72.2% | +154.0% | -81.8% | +21.6% |
| All | +72.2% | +145.9% | -73.7% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling