+86.0%
CHRW vs IAG
+797.8%
-711.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.7% |
| 7D | +1.9% | +4.3% | -2.3% | +1.9% |
| 30D | +0.9% | +9.8% | -8.8% | +0.7% |
| 3M | -19.9% | +28.9% | -48.8% | -20.4% |
| 6M | -15.8% | -7.6% | -8.2% | -15.8% |
| YTD | -5.6% | +22.0% | -27.5% | -5.7% |
| 1Y | +21.0% | +99.5% | -78.5% | +20.9% |
| 3Y | +86.0% | +818.3% | -732.2% | +78.2% |
| All | +86.0% | +797.8% | -711.7% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling