+194.4%
CHRW vs IOVA
-91.6%
+286.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +1.1% |
| 7D | -1.4% | +9.7% | -11.1% | -1.5% |
| 30D | -3.5% | +102.5% | -106.0% | -4.1% |
| 3M | -19.4% | +100.7% | -120.1% | -20.0% |
| 6M | -21.4% | +106.3% | -127.7% | -22.0% |
| YTD | -7.1% | +222.0% | -229.1% | -8.3% |
| 1Y | +17.8% | +299.5% | -281.7% | +16.0% |
| 3Y | +78.8% | +42.9% | +35.8% | +76.1% |
| 5Y | +83.5% | -65.0% | +148.5% | +81.6% |
| 10Y | +160.2% | +10.3% | +150.0% | +155.0% |
| All | +194.4% | -91.6% | +286.0% | +182.2% |
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 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