+5.7%
IYR vs CHRW
+89.7%
-84.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | -2.4% | +1.9% | -4.3% | -2.7% |
| 3M | -2.0% | -21.2% | +19.1% | +1.4% |
| 6M | +2.5% | -16.7% | +19.1% | +4.6% |
| YTD | +8.3% | -5.4% | +13.7% | +7.2% |
| 1Y | +6.5% | +21.2% | -14.7% | -0.3% |
| 3Y | +29.3% | +86.5% | -57.1% | +7.4% |
| 5Y | +5.7% | +93.0% | -87.4% | -12.0% |
| All | +5.7% | +89.7% | -84.0% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling