+1,042.9%
CHRW vs IAG
+321.3%
+721.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.8% |
| 7D | -0.1% | +3.4% | -3.5% | -0.2% |
| 30D | -4.3% | -2.7% | -1.6% | -4.3% |
| 3M | -7.4% | -0.5% | -6.9% | -7.6% |
| 6M | -20.7% | -4.8% | -15.9% | -20.9% |
| YTD | -15.9% | +9.6% | -25.4% | -16.9% |
| 1Y | -9.9% | +32.2% | -42.1% | -11.7% |
| 3Y | +79.0% | +692.5% | -613.6% | +58.8% |
| 5Y | +61.3% | +447.6% | -386.2% | +42.8% |
| 10Y | +128.5% | +403.3% | -274.8% | +95.4% |
| All | +1,042.9% | +321.3% | +721.6% | +872.2% |
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 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