+6.1%
CVNA vs IBKR
+495.5%
-489.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -3.3% |
| 7D | -7.3% | -1.3% | -5.9% | -6.4% |
| 30D | -4.6% | -0.2% | -4.4% | -5.2% |
| 3M | +2.0% | +3.0% | -1.0% | -2.6% |
| 6M | +11.7% | +33.9% | -22.1% | -14.9% |
| YTD | -18.1% | +42.5% | -60.6% | -41.1% |
| 1Y | -2.4% | +44.9% | -47.2% | -30.8% |
| 3Y | +580.6% | +293.0% | +287.6% | +89.6% |
| All | +6.1% | +495.5% | -489.4% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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