+3,856.3%
CHRW vs IVZ
+380.2%
+3,476.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -0.1% | -2.8% | +2.7% | +0.6% |
| 30D | -4.3% | -2.2% | -2.1% | -3.9% |
| 3M | -7.4% | -8.1% | +0.7% | -5.6% |
| 6M | -20.7% | +3.8% | -24.5% | -22.1% |
| YTD | -15.9% | +11.5% | -27.3% | -19.2% |
| 1Y | -9.9% | +23.7% | -33.6% | -15.9% |
| 3Y | +79.0% | +145.8% | -66.8% | +35.6% |
| 5Y | +61.3% | +36.1% | +25.2% | +39.2% |
| 10Y | +128.5% | +42.4% | +86.1% | +78.0% |
| All | +3,856.3% | +380.2% | +3,476.1% | +1,461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling