+580.6%
CVNA vs IAG
+804.5%
-223.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -7.3% | -1.1% | -6.2% | -7.0% |
| 30D | -4.6% | +12.1% | -16.7% | -7.2% |
| 3M | +2.0% | +25.5% | -23.6% | -3.9% |
| 6M | +11.7% | -7.1% | +18.8% | +11.8% |
| YTD | -18.1% | +22.9% | -40.9% | -24.4% |
| 1Y | -2.4% | +83.3% | -85.7% | -19.5% |
| 3Y | +580.6% | +808.5% | -227.9% | +187.7% |
| All | +580.6% | +804.5% | -223.9% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling