-8.5%
CHWY vs IVZ
+134.7%
-143.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -13.6% | -2.4% | -11.2% | -12.9% |
| 30D | -8.5% | +3.0% | -11.6% | -9.6% |
| 3M | +8.9% | +14.9% | -6.0% | +3.2% |
| 6M | -20.5% | +36.7% | -57.2% | -29.3% |
| YTD | -38.2% | +25.7% | -63.8% | -43.5% |
| 1Y | -43.3% | +47.7% | -91.0% | -51.3% |
| 3Y | -8.5% | +138.8% | -147.4% | -43.1% |
| All | -8.5% | +134.7% | -143.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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