+174.5%
CHRW vs IOVA
+4.5%
+170.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | +4.1% | -2.2% | +6.3% | +4.1% |
| 30D | +1.9% | +31.7% | -29.8% | +1.0% |
| 3M | -21.2% | +117.3% | -138.4% | -23.4% |
| 6M | -16.7% | +55.8% | -72.5% | -18.3% |
| YTD | -5.4% | +208.8% | -214.2% | -9.9% |
| 1Y | +21.2% | +255.7% | -234.5% | +14.3% |
| 3Y | +86.5% | +41.7% | +44.8% | +74.4% |
| 5Y | +93.0% | -64.9% | +157.9% | +86.0% |
| 10Y | +174.5% | +6.3% | +168.2% | +136.0% |
| All | +174.5% | +4.5% | +170.0% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling