+88.6%
CHRW vs IWF
+73.3%
+15.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.9% | +1.5% | +0.4% | +1.3% |
| 30D | +0.9% | -1.3% | +2.2% | +1.5% |
| 3M | -19.9% | +0.1% | -20.0% | -20.1% |
| 6M | -15.8% | +10.3% | -26.1% | -19.9% |
| YTD | -5.6% | +4.2% | -9.7% | -7.7% |
| 1Y | +21.0% | +9.3% | +11.7% | +15.4% |
| 3Y | +86.0% | +79.3% | +6.7% | +37.8% |
| 5Y | +88.6% | +73.8% | +14.9% | +32.7% |
| All | +88.6% | +73.3% | +15.3% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling