-72.2%
CHWY vs IAG
+820.9%
-893.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.8% |
| 3M | +8.9% | +25.5% | -16.6% | +5.6% |
| 6M | -20.5% | -7.1% | -13.4% | -20.6% |
| YTD | -38.2% | +22.9% | -61.0% | -40.6% |
| 1Y | -43.3% | +83.3% | -126.6% | -48.5% |
| 3Y | -8.5% | +808.5% | -817.1% | -35.3% |
| All | -72.2% | +820.9% | -893.2% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling