+117.8%
IJH vs CHWY
-43.2%
+161.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.2% |
| 7D | -1.9% | -13.6% | +11.8% | -0.1% |
| 30D | -4.6% | -8.5% | +3.9% | -3.7% |
| 3M | -1.2% | +8.9% | -10.1% | -2.7% |
| 6M | +9.4% | -20.5% | +29.9% | +11.7% |
| YTD | +13.3% | -38.2% | +51.5% | +19.2% |
| 1Y | +13.4% | -43.3% | +56.6% | +20.3% |
| 3Y | +50.4% | -8.5% | +59.0% | +45.3% |
| 5Y | +49.0% | -72.7% | +121.7% | +56.9% |
| All | +117.8% | -43.2% | +161.0% | +82.1% |
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