+808.3%
IWM vs CHRW
+2,012.3%
-1,204.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | -1.3% | -3.5% | +2.2% | -0.1% |
| 3M | +1.6% | -19.4% | +21.0% | +8.6% |
| 6M | +13.6% | -21.4% | +34.9% | +21.6% |
| YTD | +20.8% | -7.1% | +27.9% | +19.9% |
| 1Y | +26.4% | +17.8% | +8.6% | +12.7% |
| 3Y | +60.7% | +78.8% | -18.1% | +16.4% |
| 5Y | +38.2% | +83.5% | -45.3% | -3.7% |
| 10Y | +169.5% | +160.2% | +9.2% | +55.5% |
| All | +808.3% | +2,012.3% | -1,204.0% | +169.5% |
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