+25.2%
CVNA vs IBB
+42.2%
-17.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +6.9% |
| 7D | +31.3% | +2.2% | +29.1% | +29.3% |
| 30D | +21.7% | +6.3% | +15.4% | +16.4% |
| 3M | +14.0% | +16.3% | -2.3% | +1.2% |
| 6M | +3.0% | +30.0% | -27.0% | -17.5% |
| YTD | -8.1% | +31.1% | -39.3% | -25.2% |
| 1Y | +25.2% | +42.0% | -16.8% | -4.1% |
| All | +25.2% | +42.2% | -17.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling