+776.1%
IVV vs CHRW
+2,153.5%
-1,377.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | +0.1% | -3.5% | +3.5% | +1.0% |
| 3M | +2.0% | -19.4% | +21.4% | +7.5% |
| 6M | +13.0% | -21.4% | +34.4% | +19.3% |
| YTD | +13.6% | -7.1% | +20.7% | +12.9% |
| 1Y | +20.1% | +17.8% | +2.3% | +9.7% |
| 3Y | +77.6% | +78.8% | -1.2% | +37.4% |
| 5Y | +82.5% | +83.5% | -1.0% | +36.9% |
| 10Y | +316.5% | +160.2% | +156.3% | +168.3% |
| All | +776.1% | +2,153.5% | -1,377.4% | +223.4% |
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