+580.6%
CVNA vs IJR
+52.1%
+528.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.6% |
| 7D | -7.3% | -2.2% | -5.1% | -3.4% |
| 30D | -4.6% | -4.6% | 0.0% | +4.2% |
| 3M | +2.0% | +0.2% | +1.7% | +1.9% |
| 6M | +11.7% | +14.7% | -3.0% | -12.6% |
| YTD | -18.1% | +18.9% | -36.9% | -40.0% |
| 1Y | -2.4% | +19.9% | -22.3% | -29.5% |
| 3Y | +580.6% | +53.0% | +527.6% | +170.5% |
| All | +580.6% | +52.1% | +528.5% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling