-72.2%
CHWY vs IVZ
+61.1%
-133.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -13.6% | -2.4% | -11.2% | -12.5% |
| 30D | -8.5% | +3.0% | -11.6% | -10.2% |
| 3M | +8.9% | +14.9% | -6.0% | 0.0% |
| 6M | -20.5% | +36.7% | -57.2% | -34.0% |
| YTD | -38.2% | +25.7% | -63.8% | -46.5% |
| 1Y | -43.3% | +47.7% | -91.0% | -55.8% |
| 3Y | -8.5% | +138.8% | -147.4% | -51.7% |
| All | -72.2% | +61.1% | -133.4% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling