+123.6%
CHRW vs IWD
+207.5%
-83.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.1% |
| 7D | +0.6% | -0.5% | +1.0% | +0.9% |
| 30D | -7.3% | +2.7% | -9.9% | -8.9% |
| 3M | -14.2% | +0.9% | -15.1% | -14.7% |
| 6M | -25.1% | +10.5% | -35.6% | -30.3% |
| YTD | -21.2% | +23.7% | -44.9% | -32.0% |
| 1Y | -14.2% | +28.7% | -42.9% | -27.9% |
| 3Y | +63.5% | +79.7% | -16.2% | +9.3% |
| 5Y | +49.6% | +69.7% | -20.1% | +3.6% |
| All | +123.6% | +207.5% | -83.9% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling