+3,065.8%
CVNA vs IJH
+142.5%
+2,923.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -2.4% |
| 7D | -4.3% | -2.5% | -1.8% | +0.6% |
| 30D | -2.4% | -5.0% | +2.6% | +8.0% |
| 3M | +4.5% | +0.5% | +4.0% | +3.6% |
| 6M | +10.2% | +8.2% | +2.0% | -4.9% |
| YTD | -16.7% | +12.5% | -29.2% | -33.3% |
| 1Y | -3.8% | +14.4% | -18.1% | -25.3% |
| 3Y | +648.3% | +49.5% | +598.8% | +278.3% |
| 5Y | +6.6% | +47.8% | -41.2% | -29.7% |
| All | +3,065.8% | +142.5% | +2,923.3% | +1,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling