+713.1%
IYR vs CHRW
+1,679.2%
-966.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.1% | -3.4% | +5.5% | +3.3% |
| 30D | +7.2% | -9.4% | +16.5% | +10.3% |
| 3M | +0.4% | -12.6% | +13.0% | +4.0% |
| 6M | +1.4% | -24.2% | +25.6% | +8.6% |
| YTD | +11.3% | -18.9% | +30.2% | +14.6% |
| 1Y | +10.5% | -13.7% | +24.2% | +11.1% |
| 3Y | +41.7% | +72.6% | -30.9% | +5.7% |
| 5Y | +7.1% | +55.6% | -48.5% | -19.2% |
| 10Y | +89.1% | +122.7% | -33.7% | +17.0% |
| All | +713.1% | +1,679.2% | -966.0% | +234.8% |
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