-41.6%
CHWY vs IBB
+99.1%
-140.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.2% |
| 7D | -13.6% | -4.2% | -9.4% | -9.8% |
| 30D | -8.5% | +1.1% | -9.6% | -9.9% |
| 3M | +8.9% | +19.0% | -10.1% | -9.5% |
| 6M | -20.5% | +18.9% | -39.3% | -34.2% |
| YTD | -38.2% | +20.3% | -58.5% | -49.8% |
| 1Y | -43.3% | +41.5% | -84.7% | -61.5% |
| 3Y | -8.5% | +60.3% | -68.8% | -47.2% |
| 5Y | -72.7% | +18.7% | -91.5% | -78.6% |
| All | -41.6% | +99.1% | -140.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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