+2,006.5%
CHRW vs IWF
+727.1%
+1,279.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.8% |
| 30D | -3.5% | -0.4% | -3.1% | -3.2% |
| 3M | -19.4% | -2.6% | -16.8% | -18.5% |
| 6M | -21.4% | +9.1% | -30.5% | -26.6% |
| YTD | -7.1% | +4.5% | -11.6% | -10.6% |
| 1Y | +17.8% | +10.1% | +7.7% | +9.0% |
| 3Y | +78.8% | +77.6% | +1.1% | +15.1% |
| 5Y | +83.5% | +73.7% | +9.8% | +16.7% |
| 10Y | +160.2% | +411.5% | -251.3% | -32.1% |
| All | +2,006.5% | +727.1% | +1,279.5% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling