+3,091.0%
CVNA vs IBB
+121.3%
+2,969.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -0.8% |
| 7D | -1.7% | +1.6% | -3.4% | -4.0% |
| 30D | +17.3% | +6.7% | +10.6% | +6.3% |
| 3M | -2.3% | +6.3% | -8.6% | -12.5% |
| 6M | -3.9% | +23.9% | -27.8% | -33.2% |
| YTD | -16.1% | +26.6% | -42.6% | -43.9% |
| 1Y | +7.9% | +29.6% | -21.7% | -31.1% |
| 3Y | +1,113.4% | +86.1% | +1,027.4% | +320.0% |
| 5Y | +20.3% | +40.3% | -20.0% | -22.3% |
| All | +3,091.0% | +121.3% | +2,969.7% | +1,212.9% |
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 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