+1,163.4%
CVNA vs IRM
+112.1%
+1,051.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.6% |
| 7D | -1.6% | +6.8% | -8.4% | -5.8% |
| 30D | +24.9% | +2.6% | +22.3% | +22.7% |
| 3M | -1.8% | -9.5% | +7.7% | +4.0% |
| 6M | +3.5% | -8.5% | +12.0% | +7.3% |
| YTD | -14.3% | +40.3% | -54.5% | -39.2% |
| 1Y | +13.6% | +28.7% | -15.1% | -13.5% |
| 3Y | +1,163.4% | +111.8% | +1,051.6% | +149.8% |
| All | +1,163.4% | +112.1% | +1,051.4% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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