+18.9%
IWM vs CHRW
-10.6%
+29.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +1.0% | +4.9% | -3.9% | +0.5% |
| 30D | +0.2% | -4.8% | +5.0% | +0.6% |
| 3M | -5.6% | -13.1% | +7.5% | -4.5% |
| 6M | +2.7% | -16.3% | +19.1% | +3.0% |
| YTD | +16.2% | -15.8% | +32.0% | +10.3% |
| 1Y | +18.9% | -11.1% | +30.1% | +9.0% |
| All | +18.9% | -10.6% | +29.5% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling