+144.6%
IEFA vs CHRW
+183.1%
-38.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | +3.5% | -5.0% | -2.2% |
| 30D | -1.5% | +4.6% | -6.1% | -2.3% |
| 3M | +3.4% | -19.7% | +23.1% | +6.9% |
| 6M | +9.5% | -12.4% | +21.9% | +10.9% |
| YTD | +13.0% | -3.9% | +16.9% | +11.8% |
| 1Y | +18.0% | +18.4% | -0.4% | +11.2% |
| 3Y | +65.4% | +88.8% | -23.5% | +37.4% |
| 5Y | +51.6% | +93.5% | -42.0% | +22.2% |
| All | +144.6% | +183.1% | -38.5% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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