-2.1%
IGV vs CHRW
+16.7%
-18.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.3% |
| 7D | -4.5% | -1.8% | -2.7% | -4.4% |
| 30D | +3.2% | -3.9% | +7.1% | +3.5% |
| 3M | +4.5% | -19.7% | +24.3% | +5.4% |
| 6M | +22.1% | -21.7% | +43.8% | +22.8% |
| YTD | -1.0% | -7.5% | +6.5% | -0.7% |
| 1Y | -2.1% | +17.3% | -19.4% | -0.6% |
| All | -2.1% | +16.7% | -18.8% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling