+63.5%
CHRW vs IOVA
+85.3%
-21.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.4% |
| 7D | +0.6% | -5.2% | +5.8% | +0.6% |
| 30D | -7.3% | -37.8% | +30.5% | -7.0% |
| 3M | -14.2% | +29.5% | -43.6% | -14.3% |
| 6M | -25.1% | +96.6% | -121.7% | -25.6% |
| YTD | -21.2% | +194.5% | -215.7% | -22.7% |
| 1Y | -14.2% | +248.1% | -262.2% | -16.3% |
| 3Y | +63.5% | +86.1% | -22.6% | +38.9% |
| All | +63.5% | +85.3% | -21.7% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling