+755.3%
IVV vs CHRW
+1,868.9%
-1,113.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | -3.4% | +2.8% | +0.4% |
| 30D | -3.7% | -9.4% | +5.7% | -1.2% |
| 3M | -2.7% | -12.6% | +9.9% | +0.3% |
| 6M | +2.2% | -24.2% | +26.4% | +8.6% |
| YTD | +10.9% | -18.9% | +29.8% | +13.8% |
| 1Y | +11.3% | -13.7% | +25.0% | +12.0% |
| 3Y | +76.9% | +72.6% | +4.3% | +36.8% |
| 5Y | +73.5% | +55.6% | +17.9% | +35.9% |
| 10Y | +307.4% | +122.7% | +184.6% | +172.9% |
| All | +755.3% | +1,868.9% | -1,113.5% | +226.0% |
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