+3,015.3%
CVNA vs IEF
+7.1%
+3,008.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -7.3% | -1.3% | -5.9% | -5.8% |
| 30D | -4.6% | -1.7% | -2.8% | -2.5% |
| 3M | +2.0% | -2.5% | +4.5% | +5.3% |
| 6M | +11.7% | -3.3% | +15.0% | +16.5% |
| YTD | -18.1% | -2.8% | -15.2% | -14.9% |
| 1Y | -2.4% | -2.7% | +0.3% | +1.2% |
| 3Y | +580.6% | +8.9% | +571.7% | +519.4% |
| 5Y | +4.9% | -9.4% | +14.3% | -20.6% |
| All | +3,015.3% | +7.1% | +3,008.2% | +2,693.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling