+153.1%
IWM vs CHRW
+125.0%
+28.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.7% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -1.5% | -7.3% | +5.8% | +0.3% |
| 3M | -8.0% | -14.2% | +6.2% | -4.7% |
| 6M | -4.1% | -25.1% | +21.0% | +2.0% |
| YTD | +11.9% | -21.2% | +33.1% | +15.5% |
| 1Y | +15.0% | -14.2% | +29.2% | +15.3% |
| 3Y | +64.2% | +63.5% | +0.7% | +25.6% |
| 5Y | +20.4% | +49.6% | -29.2% | -6.9% |
| All | +153.1% | +125.0% | +28.1% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling