+240.3%
IONQ vs CHWY
-77.5%
+317.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.2% |
| 7D | -7.0% | -13.6% | +6.6% | -0.5% |
| 30D | -18.7% | -8.5% | -10.1% | -15.8% |
| 3M | -36.6% | +8.9% | -45.5% | -40.4% |
| 6M | +7.2% | -20.5% | +27.7% | +16.5% |
| YTD | -18.1% | -38.2% | +20.1% | +0.5% |
| 1Y | -21.9% | -43.3% | +21.4% | -1.5% |
| 3Y | +86.7% | -8.5% | +95.3% | +65.7% |
| 5Y | +267.5% | -72.7% | +340.2% | +421.2% |
| All | +240.3% | -77.5% | +317.8% | +394.6% |
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 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