+53.4%
CHRW vs IVZ
+37.3%
+16.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.8% | +1.2% |
| 7D | +0.2% | +4.1% | -3.9% | -0.9% |
| 30D | -9.4% | -2.0% | -7.3% | -9.0% |
| 3M | -13.3% | -7.8% | -5.4% | -11.6% |
| 6M | -24.2% | +6.3% | -30.5% | -25.9% |
| YTD | -18.9% | +12.6% | -31.4% | -22.3% |
| 1Y | -12.4% | +27.6% | -40.0% | -18.9% |
| 3Y | +72.2% | +154.0% | -81.8% | +26.7% |
| 5Y | +53.4% | +37.3% | +16.1% | +26.8% |
| All | +53.4% | +37.3% | +16.1% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling