+164.3%
CHRW vs IWD
+198.0%
-33.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -1.4% | -0.3% | -1.1% | -1.2% |
| 30D | -3.5% | +0.6% | -4.1% | -3.9% |
| 3M | -19.4% | +7.2% | -26.6% | -23.4% |
| 6M | -21.4% | +16.2% | -37.6% | -29.3% |
| YTD | -7.1% | +23.3% | -30.5% | -19.7% |
| 1Y | +17.8% | +29.6% | -11.7% | -1.5% |
| 3Y | +78.8% | +70.5% | +8.3% | +23.9% |
| 5Y | +83.5% | +73.5% | +10.0% | +25.4% |
| All | +164.3% | +198.0% | -33.7% | +28.2% |
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