-72.2%
CHWY vs IRM
+197.3%
-269.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -4.0% |
| 7D | -13.6% | -1.4% | -12.2% | -13.0% |
| 30D | -8.5% | -7.4% | -1.2% | -5.6% |
| 3M | +8.9% | -7.4% | +16.2% | +11.4% |
| 6M | -20.5% | +8.7% | -29.1% | -25.9% |
| YTD | -38.2% | +40.9% | -79.1% | -50.6% |
| 1Y | -43.3% | +20.5% | -63.8% | -51.0% |
| 3Y | -8.5% | +101.7% | -110.3% | -49.7% |
| All | -72.2% | +197.3% | -269.6% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling