+281.4%
IONQ vs CHWY
-73.0%
+354.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.8% | +5.1% | -0.2% |
| 7D | +1.3% | -14.1% | +15.5% | +9.3% |
| 30D | -10.3% | -8.1% | -2.2% | -7.1% |
| 3M | -32.7% | +1.7% | -34.4% | -34.8% |
| 6M | +6.3% | -20.7% | +27.0% | +16.3% |
| YTD | -15.0% | -37.2% | +22.2% | +4.9% |
| 1Y | -13.3% | -50.7% | +37.4% | +18.3% |
| 3Y | +97.2% | -9.7% | +107.0% | +72.9% |
| All | +281.4% | -73.0% | +354.4% | +522.9% |
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 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