+64.4%
IBIT vs CHWY
-0.8%
+65.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.6% |
| 7D | -3.2% | -13.6% | +10.4% | -1.5% |
| 30D | +22.0% | -8.5% | +30.5% | +23.2% |
| 3M | +21.4% | +8.9% | +12.5% | +19.7% |
| 6M | +9.2% | -20.5% | +29.7% | +11.9% |
| YTD | -11.8% | -38.2% | +26.3% | -7.1% |
| 1Y | -32.7% | -43.3% | +10.6% | -28.5% |
| All | +64.4% | -0.8% | +65.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 10y: compounded portfolio wealth divided by compounded CHWY 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…
10y analysis · Full analysis span regression · 6 months rolling