-9.5%
IEF vs CHWY
-72.6%
+63.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | -1.3% | -13.6% | +12.3% | -1.1% |
| 30D | -1.7% | -8.5% | +6.8% | -1.6% |
| 3M | -2.5% | +8.9% | -11.4% | -2.7% |
| 6M | -3.3% | -20.5% | +17.2% | -3.0% |
| YTD | -2.8% | -38.2% | +35.3% | -2.2% |
| 1Y | -2.7% | -43.3% | +40.5% | -2.0% |
| 3Y | +8.9% | -8.5% | +17.5% | +8.1% |
| All | -9.5% | -72.6% | +63.1% | -8.9% |
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