+3,206.8%
CVNA vs IEF
+8.2%
+3,198.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.7% |
| 30D | -1.0% | -0.6% | -0.4% | -0.3% |
| 3M | +5.5% | -1.0% | +6.5% | +6.9% |
| 6M | +11.8% | -3.1% | +14.9% | +16.2% |
| YTD | -13.0% | -1.9% | -11.1% | -10.7% |
| 1Y | -2.1% | -1.4% | -0.8% | -0.1% |
| 3Y | +681.6% | +9.8% | +671.8% | +604.4% |
| 5Y | +11.6% | -8.8% | +20.5% | -16.8% |
| All | +3,206.8% | +8.2% | +3,198.6% | +2,831.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling