+83.6%
IYR vs CHRW
+128.6%
-45.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | +7.3% | -6.7% | -0.9% |
| 30D | +6.6% | -3.6% | +10.1% | +7.1% |
| 3M | -1.8% | -9.6% | +7.8% | -0.3% |
| 6M | +1.4% | -17.0% | +18.4% | +3.9% |
| YTD | +10.5% | -15.4% | +26.0% | +11.4% |
| 1Y | +10.6% | -10.0% | +20.6% | +9.8% |
| 3Y | +41.8% | +82.2% | -40.3% | +13.8% |
| 5Y | +6.0% | +59.4% | -53.3% | -13.1% |
| All | +83.6% | +128.6% | -45.1% | +31.2% |
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