+3,015.3%
CVNA vs IJH
+144.4%
+2,870.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -3.1% |
| 7D | -7.3% | -1.9% | -5.4% | -3.8% |
| 30D | -4.6% | -4.6% | +0.1% | +4.6% |
| 3M | +2.0% | -1.2% | +3.1% | +4.6% |
| 6M | +11.7% | +9.4% | +2.3% | -5.6% |
| YTD | -18.1% | +13.3% | -31.4% | -35.4% |
| 1Y | -2.4% | +13.4% | -15.8% | -22.8% |
| 3Y | +580.6% | +50.4% | +530.1% | +239.6% |
| 5Y | +4.9% | +49.0% | -44.1% | -31.9% |
| All | +3,015.3% | +144.4% | +2,870.9% | +976.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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