+68.2%
IVV vs CHRW
+49.0%
+19.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.7% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | -5.4% | -7.3% | +1.9% | -4.4% |
| 3M | -4.1% | -14.2% | +10.1% | -2.2% |
| 6M | +0.7% | -25.1% | +25.8% | +4.2% |
| YTD | +8.7% | -21.2% | +29.9% | +10.4% |
| 1Y | +11.0% | -14.2% | +25.1% | +10.8% |
| 3Y | +75.4% | +63.5% | +11.9% | +47.9% |
| All | +68.2% | +49.0% | +19.2% | +44.9% |
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