+21.2%
CHRW vs IAG
+94.1%
-72.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +4.4% | -4.1% | +8.4% | +4.6% |
| 30D | +5.5% | +10.6% | -5.1% | +4.7% |
| 3M | -17.3% | +35.4% | -52.6% | -19.1% |
| 6M | -12.7% | -9.5% | -3.1% | -11.9% |
| YTD | -4.1% | +21.8% | -26.0% | -4.9% |
| 1Y | +21.2% | +84.1% | -62.9% | +20.3% |
| All | +21.2% | +94.1% | -72.9% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling