+195.8%
IVV vs CHWY
-35.4%
+231.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +0.7% |
| 30D | -1.0% | -1.1% | +0.1% | -0.9% |
| 3M | +3.9% | +15.5% | -11.6% | +1.8% |
| 6M | +14.5% | -8.5% | +23.0% | +14.9% |
| YTD | +12.9% | -29.6% | +42.5% | +16.7% |
| 1Y | +19.4% | -44.1% | +63.5% | +26.3% |
| 3Y | +78.8% | +1.2% | +77.6% | +71.0% |
| 5Y | +82.2% | -69.4% | +151.6% | +89.8% |
| All | +195.8% | -35.4% | +231.2% | +144.8% |
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