-8.5%
CHWY vs IFF
+29.0%
-37.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -13.6% | -3.2% | -10.4% | -12.7% |
| 30D | -8.5% | -0.3% | -8.3% | -8.4% |
| 3M | +8.9% | +8.4% | +0.5% | +6.4% |
| 6M | -20.5% | +23.0% | -43.5% | -25.3% |
| YTD | -38.2% | +25.5% | -63.6% | -42.8% |
| 1Y | -43.3% | +29.1% | -72.3% | -48.1% |
| 3Y | -8.5% | +31.7% | -40.2% | -28.1% |
| All | -8.5% | +29.0% | -37.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling