-10.8%
CHRW vs IWF
-3.5%
-7.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +4.7% | +5.3% | -0.5% | +3.0% |
| 30D | -2.6% | -8.6% | +6.0% | -0.1% |
| 3M | -8.0% | -6.5% | -1.5% | -6.5% |
| 6M | -19.0% | -5.6% | -13.4% | -17.4% |
| YTD | -15.5% | -1.5% | -13.9% | -16.9% |
| 1Y | -10.8% | -2.8% | -8.0% | -11.6% |
| All | -10.8% | -3.5% | -7.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling