+22.0%
IGV vs CHRW
+90.3%
-68.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -3.3% | +1.9% | -5.3% | -3.7% |
| 30D | 0.0% | +0.9% | -1.0% | -0.3% |
| 3M | +7.3% | -19.9% | +27.2% | +11.4% |
| 6M | +16.7% | -15.8% | +32.5% | +19.3% |
| YTD | -2.8% | -5.6% | +2.7% | -3.9% |
| 1Y | -6.7% | +21.0% | -27.7% | -13.8% |
| 3Y | +41.1% | +86.0% | -44.9% | +12.5% |
| 5Y | +22.0% | +88.6% | -66.6% | -3.9% |
| All | +22.0% | +90.3% | -68.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling