+3,265.8%
CVNA vs IAG
+402.8%
+2,863.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | +3.5% | +4.3% | -0.7% | +2.8% |
| 30D | +5.5% | +9.8% | -4.3% | +3.8% |
| 3M | +7.6% | +28.9% | -21.3% | +2.8% |
| 6M | +17.6% | -7.6% | +25.2% | +17.8% |
| YTD | -11.5% | +22.0% | -33.4% | -15.8% |
| 1Y | +0.4% | +99.5% | -99.1% | -12.2% |
| 3Y | +695.6% | +818.3% | -122.7% | +436.1% |
| 5Y | +13.6% | +785.9% | -772.3% | -25.4% |
| All | +3,265.8% | +402.8% | +2,863.0% | +1,873.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling