-39.8%
CHWY vs IRM
+408.2%
-447.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.3% |
| 7D | -12.0% | -1.8% | -10.2% | -11.5% |
| 30D | -6.2% | -7.8% | +1.6% | -3.8% |
| 3M | +5.5% | -7.9% | +13.4% | +7.5% |
| 6M | -17.8% | +6.3% | -24.1% | -21.0% |
| YTD | -36.2% | +38.2% | -74.4% | -44.9% |
| 1Y | -40.0% | +19.8% | -59.8% | -45.5% |
| 3Y | -8.3% | +98.8% | -107.1% | -34.0% |
| 5Y | -71.9% | +191.8% | -263.7% | -82.0% |
| All | -39.8% | +408.2% | -447.9% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling