+139.9%
IGV vs CHWY
-41.4%
+181.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -5.4% | -12.0% | +6.6% | -2.8% |
| 30D | -2.6% | -6.2% | +3.6% | -1.6% |
| 3M | +10.5% | +5.5% | +5.0% | +8.5% |
| 6M | +18.2% | -17.8% | +36.0% | +22.0% |
| YTD | -4.2% | -36.2% | +32.0% | +4.2% |
| 1Y | -9.8% | -40.0% | +30.1% | -1.0% |
| 3Y | +39.1% | -8.3% | +47.4% | +31.0% |
| 5Y | +21.2% | -71.9% | +93.1% | +37.4% |
| All | +139.9% | -41.4% | +181.3% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling