-33.5%
CHWY vs IBB
+103.4%
-136.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | +0.5% |
| 7D | -1.9% | -1.7% | -0.2% | -0.3% |
| 30D | -1.1% | +4.9% | -6.0% | -6.1% |
| 3M | +15.5% | +24.2% | -8.7% | -8.4% |
| 6M | -8.5% | +23.8% | -32.3% | -27.3% |
| YTD | -29.6% | +23.0% | -52.5% | -44.1% |
| 1Y | -44.1% | +46.2% | -90.3% | -63.2% |
| 3Y | +1.2% | +64.8% | -63.6% | -43.2% |
| 5Y | -69.4% | +20.9% | -90.3% | -76.4% |
| All | -33.5% | +103.4% | -136.9% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling