-13.6%
IP vs CHWY
-70.8%
+57.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +7.9% | +8.1% | -0.2% | +7.0% |
| 3M | -15.3% | +0.3% | -15.6% | -15.5% |
| 6M | +10.5% | +4.0% | +6.5% | +9.6% |
| YTD | -9.4% | -31.9% | +22.5% | -6.7% |
| 1Y | -4.6% | -32.8% | +28.1% | -1.7% |
| 3Y | +21.2% | +16.0% | +5.2% | +16.2% |
| All | -13.6% | -70.8% | +57.1% | -19.3% |
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