-41.6%
CHWY vs IAG
+591.5%
-633.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.1% |
| 7D | -13.6% | -1.1% | -12.5% | -13.5% |
| 30D | -8.5% | +12.1% | -20.7% | -9.7% |
| 3M | +8.9% | +25.5% | -16.6% | +6.0% |
| 6M | -20.5% | -7.1% | -13.4% | -20.6% |
| YTD | -38.2% | +22.9% | -61.0% | -40.3% |
| 1Y | -43.3% | +83.3% | -126.6% | -47.7% |
| 3Y | -8.5% | +808.5% | -817.1% | -31.0% |
| 5Y | -72.7% | +838.0% | -910.7% | -80.3% |
| All | -41.6% | +591.5% | -633.1% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling