+1,002.1%
CHRW vs IAG
+362.6%
+639.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.8% | +2.7% |
| 7D | +0.2% | +24.0% | -23.8% | -0.8% |
| 30D | -9.4% | +5.5% | -14.9% | -9.7% |
| 3M | -13.3% | +8.3% | -21.6% | -13.7% |
| 6M | -24.2% | +6.1% | -30.3% | -24.7% |
| YTD | -18.9% | +20.3% | -39.2% | -20.1% |
| 1Y | -12.4% | +56.5% | -68.8% | -14.8% |
| 3Y | +72.2% | +762.6% | -690.4% | +52.3% |
| 5Y | +53.4% | +546.3% | -492.9% | +34.7% |
| 10Y | +127.0% | +356.1% | -229.1% | +95.2% |
| All | +1,002.1% | +362.6% | +639.6% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling