+3,015.3%
CVNA vs IEMG
+119.4%
+2,895.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -3.6% |
| 7D | -7.3% | -1.3% | -6.0% | -5.2% |
| 30D | -4.6% | +1.9% | -6.5% | -7.5% |
| 3M | +2.0% | +1.4% | +0.6% | -2.2% |
| 6M | +11.7% | +15.2% | -3.4% | -16.6% |
| YTD | -18.1% | +23.8% | -41.9% | -47.2% |
| 1Y | -2.4% | +30.7% | -33.0% | -42.5% |
| 3Y | +580.6% | +83.3% | +497.3% | +122.3% |
| 5Y | +4.9% | +48.8% | -43.9% | -45.8% |
| All | +3,015.3% | +119.4% | +2,895.9% | +912.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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