+86.0%
CHRW vs IVZ
+140.4%
-54.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.2% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +0.9% | +3.1% | -2.2% | +0.2% |
| 3M | -19.9% | +18.2% | -38.0% | -23.1% |
| 6M | -15.8% | +38.6% | -54.4% | -22.5% |
| YTD | -5.6% | +25.9% | -31.5% | -11.2% |
| 1Y | +21.0% | +51.7% | -30.6% | +8.7% |
| 3Y | +86.0% | +138.7% | -52.6% | +46.4% |
| All | +86.0% | +140.4% | -54.3% | +46.4% |
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