+3,065.8%
CVNA vs IEMG
+116.7%
+2,949.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -0.9% |
| 7D | -4.3% | -0.9% | -3.4% | -2.8% |
| 30D | -2.4% | +2.1% | -4.5% | -5.6% |
| 3M | +4.5% | +4.6% | -0.1% | -5.3% |
| 6M | +10.2% | +14.0% | -3.8% | -16.4% |
| YTD | -16.7% | +22.3% | -39.1% | -45.2% |
| 1Y | -3.8% | +30.7% | -34.4% | -43.5% |
| 3Y | +648.3% | +83.2% | +565.1% | +144.7% |
| 5Y | +6.6% | +47.0% | -40.4% | -43.7% |
| All | +3,065.8% | +116.7% | +2,949.0% | +950.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling