+122.7%
CHRW vs IWD
+203.8%
-81.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | +1.6% | -5.0% | -4.4% |
| 30D | -9.4% | +3.6% | -12.9% | -11.5% |
| 3M | -12.6% | +2.0% | -14.7% | -13.9% |
| 6M | -24.2% | +13.1% | -37.2% | -30.6% |
| YTD | -18.9% | +26.2% | -45.1% | -31.0% |
| 1Y | -13.7% | +29.6% | -43.3% | -27.9% |
| 3Y | +72.6% | +84.3% | -11.7% | +13.4% |
| 5Y | +55.6% | +73.4% | -17.9% | +6.2% |
| 10Y | +122.7% | +202.5% | -79.7% | +7.7% |
| All | +122.7% | +203.8% | -81.0% | +7.7% |
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