-71.9%
CHWY vs IBB
+17.1%
-89.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +3.1% |
| 7D | -12.0% | -5.2% | -6.8% | -6.6% |
| 30D | -6.2% | +1.5% | -7.6% | -8.2% |
| 3M | +5.5% | +22.1% | -16.6% | -17.5% |
| 6M | -17.8% | +17.7% | -35.5% | -33.2% |
| YTD | -36.2% | +20.2% | -56.4% | -49.9% |
| 1Y | -40.0% | +44.4% | -84.4% | -63.1% |
| 3Y | -8.3% | +61.1% | -69.4% | -54.1% |
| 5Y | -71.9% | +18.5% | -90.4% | -79.9% |
| All | -71.9% | +17.1% | -89.0% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling