+265.9%
IONQ vs CHWY
-73.9%
+339.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.9% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | -1.0% | -1.5% | +0.5% | -0.8% |
| 3M | -39.8% | +13.6% | -53.5% | -44.5% |
| 6M | +6.4% | -7.3% | +13.7% | +7.6% |
| YTD | -11.9% | -28.4% | +16.5% | +1.0% |
| 1Y | -6.2% | -42.5% | +36.4% | +16.9% |
| 3Y | +125.7% | -4.1% | +129.8% | +97.6% |
| 5Y | +296.0% | -69.2% | +365.2% | +427.0% |
| All | +265.9% | -73.9% | +339.9% | +397.1% |
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