+3,206.8%
CVNA vs IBB
+113.0%
+3,093.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.4% |
| 7D | -1.0% | -3.9% | +2.9% | +5.1% |
| 30D | -1.0% | +2.7% | -3.7% | -6.0% |
| 3M | +5.5% | +21.4% | -15.9% | -23.8% |
| 6M | +11.8% | +20.1% | -8.3% | -18.1% |
| YTD | -13.0% | +21.9% | -34.9% | -38.0% |
| 1Y | -2.1% | +44.1% | -46.2% | -47.6% |
| 3Y | +681.6% | +63.4% | +618.3% | +241.0% |
| 5Y | +11.6% | +19.8% | -8.1% | -10.9% |
| All | +3,206.8% | +113.0% | +3,093.7% | +1,350.1% |
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