+700.6%
IYR vs CHRW
+1,936.4%
-1,235.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | -2.9% | -3.5% | +0.6% | -1.8% |
| 3M | +0.8% | -19.4% | +20.2% | +7.0% |
| 6M | +1.9% | -21.4% | +23.2% | +8.3% |
| YTD | +9.6% | -7.1% | +16.8% | +8.8% |
| 1Y | +8.1% | +17.8% | -9.7% | -2.5% |
| 3Y | +29.2% | +78.8% | -49.6% | -3.6% |
| 5Y | +4.3% | +83.5% | -79.2% | -25.1% |
| 10Y | +64.7% | +160.2% | -95.5% | -2.6% |
| All | +700.6% | +1,936.4% | -1,235.8% | +217.9% |
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