+17.0%
IP vs CHWY
-41.4%
+58.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -5.9% | -12.0% | +6.1% | -4.8% |
| 30D | -17.0% | -6.2% | -10.8% | -16.6% |
| 3M | +8.9% | +5.5% | +3.4% | +8.2% |
| 6M | -10.0% | -17.8% | +7.8% | -8.7% |
| YTD | -9.8% | -36.2% | +26.5% | -6.8% |
| 1Y | -22.6% | -40.0% | +17.4% | -19.8% |
| 3Y | +13.1% | -8.3% | +21.4% | +11.3% |
| 5Y | -22.3% | -71.9% | +49.6% | -20.0% |
| All | +17.0% | -41.4% | +58.5% | -10.0% |
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