+1,161.5%
CHRW vs IAG
+377.5%
+784.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -3.5% | +28.9% | -32.4% | -4.7% |
| 3M | -19.4% | +19.1% | -38.5% | -20.2% |
| 6M | -21.4% | -10.3% | -11.1% | -21.3% |
| YTD | -7.1% | +24.2% | -31.3% | -8.6% |
| 1Y | +17.8% | +116.5% | -98.7% | +12.9% |
| 3Y | +78.8% | +742.8% | -664.0% | +58.3% |
| 5Y | +83.5% | +753.3% | -669.8% | +59.2% |
| 10Y | +160.2% | +403.2% | -243.0% | +122.3% |
| All | +1,161.5% | +377.5% | +784.0% | +968.6% |
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 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