-6.2%
IONQ vs CHWY
-42.5%
+36.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.6% |
| 7D | +0.8% | +1.7% | -0.9% | +0.3% |
| 30D | -1.0% | -1.5% | +0.5% | -0.7% |
| 3M | -39.8% | +13.6% | -53.5% | -42.4% |
| 6M | +6.4% | -7.3% | +13.7% | +10.7% |
| YTD | -11.9% | -28.4% | +16.5% | -6.7% |
| 1Y | -6.2% | -42.5% | +36.4% | -0.6% |
| All | -6.2% | -42.5% | +36.4% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling