+3,189.2%
CVNA vs IBB
+125.2%
+3,064.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.2% | -2.6% |
| 7D | +2.4% | +0.8% | +1.6% | +1.5% |
| 30D | +14.6% | +5.2% | +9.4% | +6.0% |
| 3M | -1.5% | +8.6% | -10.1% | -14.7% |
| 6M | -6.3% | +27.8% | -34.1% | -38.0% |
| YTD | -13.5% | +28.8% | -42.3% | -43.7% |
| 1Y | +13.3% | +36.4% | -23.1% | -33.3% |
| 3Y | +1,150.8% | +89.3% | +1,061.4% | +321.3% |
| 5Y | +27.1% | +43.3% | -16.2% | -20.4% |
| All | +3,189.2% | +125.2% | +3,064.0% | +1,217.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling