+140.6%
IGV vs CHWY
-43.2%
+183.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +1.0% |
| 7D | -2.9% | -13.6% | +10.7% | +0.1% |
| 30D | -1.5% | -8.5% | +7.0% | +0.1% |
| 3M | +11.7% | +8.9% | +2.8% | +8.9% |
| 6M | +18.4% | -20.5% | +38.9% | +23.1% |
| YTD | -3.9% | -38.2% | +34.2% | +5.2% |
| 1Y | -9.7% | -43.3% | +33.6% | +0.4% |
| 3Y | +38.4% | -8.5% | +47.0% | +30.4% |
| 5Y | +21.6% | -72.7% | +94.3% | +38.8% |
| All | +140.6% | -43.2% | +183.8% | +106.9% |
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 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