+364.4%
IGV vs CHRW
+170.5%
+193.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.5% | +4.1% | -5.6% | -2.5% |
| 30D | -3.0% | +1.9% | -4.9% | -3.5% |
| 3M | +9.6% | -21.2% | +30.7% | +15.3% |
| 6M | +16.1% | -16.7% | +32.8% | +19.8% |
| YTD | -3.6% | -5.4% | +1.7% | -4.8% |
| 1Y | -7.8% | +21.2% | -29.0% | -16.0% |
| 3Y | +40.0% | +86.5% | -46.5% | +8.0% |
| 5Y | +21.2% | +93.0% | -71.8% | -8.9% |
| 10Y | +364.4% | +174.5% | +189.9% | +197.5% |
| All | +364.4% | +170.5% | +193.9% | +197.5% |
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