+86.0%
CHRW vs IOT
+24.7%
+61.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +0.5% |
| 7D | +4.1% | +5.1% | -1.0% | +3.6% |
| 30D | +1.9% | -3.0% | +4.9% | +2.1% |
| 3M | -21.2% | +15.0% | -36.1% | -22.0% |
| 6M | -16.7% | +13.1% | -29.8% | -17.7% |
| YTD | -5.4% | +9.0% | -14.4% | -6.7% |
| 1Y | +21.2% | +0.1% | +21.0% | +19.9% |
| All | +86.0% | +24.7% | +61.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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