+3,335.1%
CVNA vs IBB
+127.6%
+3,207.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | -0.6% |
| 7D | +5.9% | +2.7% | +3.2% | +1.9% |
| 30D | +19.7% | +6.3% | +13.3% | +8.9% |
| 3M | +7.6% | +11.1% | -3.4% | -9.9% |
| 6M | -2.2% | +29.2% | -31.4% | -36.4% |
| YTD | -9.6% | +30.2% | -39.9% | -42.2% |
| 1Y | +25.4% | +39.5% | -14.1% | -28.7% |
| 3Y | +1,152.6% | +92.3% | +1,060.3% | +311.3% |
| 5Y | +28.9% | +43.0% | -14.1% | -19.3% |
| All | +3,335.1% | +127.6% | +3,207.5% | +1,252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling