+177.7%
CHRW vs IWF
+418.7%
-241.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +4.4% | -1.7% | +6.1% | +5.2% |
| 30D | +5.5% | -1.8% | +7.3% | +6.4% |
| 3M | -17.3% | +1.5% | -18.7% | -18.2% |
| 6M | -12.7% | +7.7% | -20.4% | -16.3% |
| YTD | -4.1% | +2.7% | -6.8% | -5.9% |
| 1Y | +21.2% | +6.8% | +14.5% | +16.5% |
| 3Y | +88.9% | +76.9% | +12.0% | +38.1% |
| 5Y | +93.1% | +73.4% | +19.7% | +39.8% |
| All | +177.7% | +418.7% | -241.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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