+44.1%
CHRW vs IOT
+66.1%
-22.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +7.3% | +0.9% | +6.4% | +7.2% |
| 30D | -3.6% | +1.4% | -5.0% | -3.7% |
| 3M | -9.6% | +0.5% | -10.1% | -9.7% |
| 6M | -17.0% | +50.3% | -67.3% | -19.6% |
| YTD | -15.4% | +16.7% | -32.1% | -17.1% |
| 1Y | -10.0% | +6.8% | -16.8% | -11.3% |
| 3Y | +82.2% | +75.5% | +6.7% | +69.8% |
| All | +44.1% | +66.1% | -22.0% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling