+13.6%
CVNA vs IBB
+20.0%
-6.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +4.1% |
| 7D | +3.5% | -1.7% | +5.2% | +6.5% |
| 30D | +5.5% | +4.9% | +0.6% | -4.6% |
| 3M | +7.6% | +24.2% | -16.6% | -30.3% |
| 6M | +17.6% | +23.8% | -6.2% | -23.9% |
| YTD | -11.5% | +23.0% | -34.4% | -42.4% |
| 1Y | +0.4% | +46.2% | -45.8% | -55.0% |
| 3Y | +695.6% | +64.8% | +630.8% | +157.2% |
| 5Y | +13.6% | +20.9% | -7.3% | -44.9% |
| All | +13.6% | +20.0% | -6.4% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling