-8.5%
CHWY vs IRM
+102.2%
-110.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.6% |
| 7D | -13.6% | -1.4% | -12.2% | -13.3% |
| 30D | -8.5% | -7.4% | -1.2% | -6.8% |
| 3M | +8.9% | -7.4% | +16.2% | +10.4% |
| 6M | -20.5% | +8.7% | -29.1% | -24.3% |
| YTD | -38.2% | +40.9% | -79.1% | -46.9% |
| 1Y | -43.3% | +20.5% | -63.8% | -48.6% |
| 3Y | -8.5% | +101.7% | -110.3% | -47.9% |
| All | -8.5% | +102.2% | -110.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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