+129.9%
CHRW vs IAG
+389.3%
-259.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +7.3% | -7.7% | +15.0% | +7.5% |
| 30D | -3.6% | +1.6% | -5.2% | -3.7% |
| 3M | -9.6% | -2.4% | -7.2% | -9.7% |
| 6M | -17.0% | -7.8% | -9.2% | -17.0% |
| YTD | -15.4% | +5.0% | -20.5% | -15.9% |
| 1Y | -10.0% | +25.7% | -35.7% | -10.9% |
| 3Y | +82.2% | +694.5% | -612.3% | +69.9% |
| 5Y | +59.4% | +421.7% | -362.3% | +46.6% |
| All | +129.9% | +389.3% | -259.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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