+3,065.8%
CVNA vs IAG
+402.3%
+2,663.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.9% |
| 7D | -4.3% | -4.1% | -0.2% | -3.7% |
| 30D | -2.4% | +10.6% | -13.0% | -4.0% |
| 3M | +4.5% | +35.4% | -30.9% | -0.9% |
| 6M | +10.2% | -9.5% | +19.8% | +10.8% |
| YTD | -16.7% | +21.8% | -38.6% | -20.8% |
| 1Y | -3.8% | +84.1% | -87.9% | -14.7% |
| 3Y | +648.3% | +817.4% | -169.1% | +404.3% |
| 5Y | +6.6% | +830.1% | -823.5% | -30.4% |
| All | +3,065.8% | +402.3% | +2,663.5% | +1,756.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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