-11.1%
CHRW vs IWD
+33.0%
-44.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.5% |
| 7D | +4.9% | +2.5% | +2.3% | +2.1% |
| 30D | -4.8% | +6.0% | -10.8% | -10.6% |
| 3M | -13.1% | +3.8% | -16.9% | -16.6% |
| 6M | -16.3% | +16.3% | -32.7% | -32.0% |
| YTD | -15.8% | +27.5% | -43.3% | -38.7% |
| 1Y | -11.1% | +32.8% | -43.9% | -38.1% |
| All | -11.1% | +33.0% | -44.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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