+503.6%
IBKR vs CHWY
-72.6%
+576.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.5% |
| 7D | -1.3% | -13.6% | +12.3% | +0.3% |
| 30D | -0.2% | -8.5% | +8.3% | +0.7% |
| 3M | +3.0% | +8.9% | -5.9% | +1.4% |
| 6M | +33.9% | -20.5% | +54.3% | +36.8% |
| YTD | +42.5% | -38.2% | +80.7% | +49.6% |
| 1Y | +44.9% | -43.3% | +88.1% | +53.3% |
| 3Y | +293.0% | -8.5% | +301.5% | +286.2% |
| All | +503.6% | -72.6% | +576.3% | +511.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling