+27.1%
IP vs CHWY
-34.3%
+61.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | -5.3% | +1.7% | -7.0% | -5.4% |
| 30D | -10.9% | -1.5% | -9.3% | -10.8% |
| 3M | +11.2% | +13.6% | -2.5% | +9.7% |
| 6M | -10.2% | -7.3% | -3.0% | -9.9% |
| YTD | -2.0% | -28.4% | +26.4% | +0.2% |
| 1Y | -19.1% | -42.5% | +23.4% | -16.1% |
| 3Y | +20.9% | -4.1% | +24.9% | +18.5% |
| 5Y | -17.8% | -69.2% | +51.4% | -16.1% |
| All | +27.1% | -34.3% | +61.4% | -3.2% |
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