+2.0%
IBKR vs CHWY
-31.6%
+33.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.4% |
| 7D | -11.1% | +10.4% | -21.5% | -12.1% |
| 30D | -19.7% | +26.8% | -46.5% | -22.3% |
| 3M | -18.0% | -4.3% | -13.7% | -17.2% |
| 6M | -13.2% | -6.3% | -6.9% | -11.0% |
| YTD | +13.4% | -30.4% | +43.8% | +17.7% |
| 1Y | +2.0% | -30.5% | +32.4% | +6.6% |
| All | +2.0% | -31.6% | +33.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling