-39.8%
CHWY vs IAG
+585.7%
-625.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | -12.0% | -4.1% | -8.0% | -11.7% |
| 30D | -6.2% | +10.6% | -16.8% | -7.2% |
| 3M | +5.5% | +35.4% | -29.9% | +1.8% |
| 6M | -17.8% | -9.5% | -8.2% | -17.7% |
| YTD | -36.2% | +21.8% | -58.0% | -38.4% |
| 1Y | -40.0% | +84.1% | -124.1% | -44.7% |
| 3Y | -8.3% | +817.4% | -825.7% | -30.9% |
| 5Y | -71.9% | +830.1% | -902.0% | -79.7% |
| All | -39.8% | +585.7% | -625.4% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling