+178.3%
CHRW vs IAG
+427.6%
-249.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +3.5% | -1.1% | +4.6% | +3.5% |
| 30D | +4.6% | +12.1% | -7.5% | +4.2% |
| 3M | -19.7% | +25.5% | -45.2% | -20.3% |
| 6M | -12.4% | -7.1% | -5.3% | -12.5% |
| YTD | -3.9% | +22.9% | -26.8% | -4.7% |
| 1Y | +18.4% | +83.3% | -65.0% | +16.2% |
| 3Y | +88.8% | +808.5% | -719.7% | +76.3% |
| 5Y | +93.5% | +838.0% | -744.4% | +77.5% |
| All | +178.3% | +427.6% | -249.3% | +156.0% |
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