+55.4%
IOT vs CHWY
-62.6%
+118.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +1.1% |
| 7D | -4.5% | -13.6% | +9.1% | +1.2% |
| 30D | -2.4% | -8.5% | +6.1% | +0.5% |
| 3M | +19.0% | +8.9% | +10.1% | +14.3% |
| 6M | +19.6% | -20.5% | +40.1% | +29.4% |
| YTD | +8.3% | -38.2% | +46.4% | +29.2% |
| 1Y | -0.8% | -43.3% | +42.5% | +21.7% |
| 3Y | +24.4% | -8.5% | +33.0% | +11.5% |
| All | +55.4% | -62.6% | +118.0% | +116.4% |
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