+973.2%
IGV vs CHRW
+1,562.8%
-589.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -4.5% | -1.4% | -3.1% | -4.0% |
| 30D | +3.2% | -3.5% | +6.7% | +4.5% |
| 3M | +4.5% | -19.4% | +23.9% | +11.3% |
| 6M | +22.1% | -21.4% | +43.5% | +30.3% |
| YTD | -1.0% | -7.1% | +6.1% | -1.8% |
| 1Y | -2.1% | +17.8% | -19.9% | -12.5% |
| 3Y | +44.6% | +78.8% | -34.2% | +5.2% |
| 5Y | +22.2% | +83.5% | -61.4% | -14.1% |
| 10Y | +364.7% | +160.2% | +204.5% | +167.2% |
| All | +973.2% | +1,562.8% | -589.7% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling