-30.7%
CHWY vs IAG
+56.5%
-87.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.2% | -4.1% | +5.8% |
| 7D | +13.4% | +1.1% | +12.3% | +13.1% |
| 30D | +28.4% | -5.3% | +33.7% | +28.4% |
| 3M | -2.9% | +18.0% | -20.9% | -4.1% |
| 6M | -4.7% | +7.1% | -11.8% | -5.2% |
| YTD | -29.2% | +5.9% | -35.1% | -27.6% |
| 1Y | -30.7% | +59.4% | -90.1% | -30.3% |
| All | -30.7% | +56.5% | -87.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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