-11.1%
CHRW vs IOVA
+362.8%
-373.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +4.9% | -41.3% | +46.1% | +3.6% |
| 30D | -4.8% | -38.5% | +33.7% | -5.8% |
| 3M | -13.1% | +99.5% | -112.7% | -8.6% |
| 6M | -16.3% | +126.0% | -142.3% | -11.2% |
| YTD | -15.8% | +218.7% | -234.5% | -8.9% |
| 1Y | -11.1% | +378.0% | -389.2% | -1.2% |
| All | -11.1% | +362.8% | -373.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling