+39.8%
IJR vs CHWY
-72.6%
+112.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.0% |
| 7D | -2.2% | -13.6% | +11.4% | -0.2% |
| 30D | -4.6% | -8.5% | +3.9% | -3.6% |
| 3M | +0.2% | +8.9% | -8.7% | -1.4% |
| 6M | +14.7% | -20.5% | +35.2% | +17.4% |
| YTD | +18.9% | -38.2% | +57.0% | +25.8% |
| 1Y | +19.9% | -43.3% | +63.2% | +28.2% |
| 3Y | +53.0% | -8.5% | +61.6% | +47.0% |
| All | +39.8% | -72.6% | +112.4% | +39.5% |
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