+157.2%
CHRW vs IOVA
-92.2%
+249.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.9% |
| 7D | +0.2% | +1.9% | -1.7% | +0.2% |
| 30D | -9.4% | -44.1% | +34.8% | -9.0% |
| 3M | -13.3% | +28.9% | -42.1% | -13.5% |
| 6M | -24.2% | +125.7% | -149.8% | -24.9% |
| YTD | -18.9% | +199.3% | -218.1% | -19.9% |
| 1Y | -12.4% | +255.2% | -267.6% | -13.7% |
| 3Y | +72.2% | +106.8% | -34.6% | +69.0% |
| 5Y | +53.4% | -67.1% | +120.4% | +51.7% |
| 10Y | +127.0% | +16.7% | +110.2% | +122.2% |
| All | +157.2% | -92.2% | +249.4% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling