+1.7%
CHWY vs IAG
+29.8%
-28.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.1% | -13.0% | -10.7% |
| 7D | -14.1% | +1.7% | -15.8% | -14.0% |
| 30D | -8.1% | +11.4% | -19.6% | -6.8% |
| 3M | +1.7% | +33.0% | -31.3% | +7.1% |
| All | +1.7% | +29.8% | -28.0% | +7.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling