+3,015.3%
CVNA vs IEFA
+123.1%
+2,892.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -3.7% |
| 7D | -7.3% | -1.6% | -5.7% | -4.1% |
| 30D | -4.6% | -1.5% | -3.1% | -1.3% |
| 3M | +2.0% | +3.4% | -1.4% | -5.1% |
| 6M | +11.7% | +9.5% | +2.3% | -8.8% |
| YTD | -18.1% | +13.0% | -31.1% | -37.8% |
| 1Y | -2.4% | +18.0% | -20.4% | -32.3% |
| 3Y | +580.6% | +65.4% | +515.2% | +132.5% |
| 5Y | +4.9% | +51.6% | -46.7% | -51.0% |
| All | +3,015.3% | +123.1% | +2,892.2% | +512.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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