-40.7%
CHWY vs IONS
-12.1%
-28.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.2% | -9.6% | -10.5% |
| 7D | -14.1% | -8.7% | -5.5% | -12.0% |
| 30D | -8.1% | -1.6% | -6.5% | -7.8% |
| 3M | +1.7% | -24.9% | +26.6% | +7.9% |
| 6M | -20.7% | -25.7% | +5.0% | -15.6% |
| YTD | -37.2% | -29.2% | -8.0% | -32.5% |
| 1Y | -50.7% | -13.0% | -37.7% | -50.4% |
| 3Y | -9.7% | +35.9% | -45.7% | -27.2% |
| 5Y | -72.9% | +54.5% | -127.4% | -79.6% |
| All | -40.7% | -12.1% | -28.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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