+3,259.9%
CVNA vs IBB
+119.7%
+3,140.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.9% |
| 7D | +0.7% | +1.4% | -0.7% | -1.5% |
| 30D | +7.4% | +10.5% | -3.1% | -8.8% |
| 3M | +12.7% | +23.6% | -10.9% | -20.9% |
| 6M | +17.9% | +22.6% | -4.7% | -16.4% |
| YTD | -11.6% | +25.7% | -37.3% | -39.9% |
| 1Y | +0.8% | +51.4% | -50.6% | -50.0% |
| 3Y | +633.4% | +64.4% | +569.1% | +218.3% |
| 5Y | +13.5% | +22.1% | -8.7% | -12.3% |
| All | +3,259.9% | +119.7% | +3,140.2% | +1,306.4% |
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