+362.3%
IGV vs CHRW
+131.8%
+230.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -8.1% | -4.3% | -3.8% | -7.4% |
| 3M | -1.6% | -7.4% | +5.8% | -0.4% |
| 6M | +12.7% | -20.7% | +33.4% | +17.3% |
| YTD | -3.3% | -15.9% | +12.6% | -2.2% |
| 1Y | -7.9% | -9.9% | +2.0% | -8.7% |
| 3Y | +40.3% | +79.0% | -38.6% | +8.0% |
| 5Y | +17.3% | +61.3% | -44.0% | -7.7% |
| 10Y | +362.3% | +128.5% | +233.7% | +210.5% |
| All | +362.3% | +131.8% | +230.5% | +210.5% |
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