+65.6%
IYR vs CHRW
+182.4%
-116.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.8% | +4.4% | -7.2% | -3.7% |
| 30D | -2.5% | +5.5% | -8.0% | -3.7% |
| 3M | -3.0% | -17.3% | +14.3% | +0.2% |
| 6M | +1.6% | -12.7% | +14.3% | +3.3% |
| YTD | +7.3% | -4.1% | +11.4% | +5.9% |
| 1Y | +5.6% | +21.2% | -15.6% | -2.1% |
| 3Y | +28.1% | +88.9% | -60.8% | +3.3% |
| 5Y | +6.1% | +93.1% | -87.0% | -16.6% |
| All | +65.6% | +182.4% | -116.8% | +12.4% |
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 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