+19.9%
IP vs CHWY
-36.5%
+56.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | 0.0% | +3.7% | -3.6% | -0.3% |
| 30D | +9.4% | +20.6% | -11.3% | +7.5% |
| 3M | -14.1% | +1.2% | -15.2% | -14.3% |
| 6M | +9.2% | -0.5% | +9.7% | +8.8% |
| YTD | -7.5% | -30.8% | +23.3% | -5.3% |
| 1Y | -2.8% | -32.4% | +29.6% | -0.3% |
| 3Y | +21.2% | +14.5% | +6.7% | +17.2% |
| 5Y | -11.5% | -68.3% | +56.8% | -9.8% |
| All | +19.9% | -36.5% | +56.4% | -8.5% |
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