+10.2%
CVNA vs IJR
+13.7%
-3.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -2.6% |
| 7D | -4.3% | -2.3% | -2.0% | +0.2% |
| 30D | -2.4% | -4.7% | +2.3% | +7.4% |
| 3M | +4.5% | +2.1% | +2.4% | -0.1% |
| 6M | +10.2% | +13.9% | -3.6% | -19.7% |
| All | +10.2% | +13.7% | -3.5% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling